+25.0%
IWM vs EXC
+4.7%
+20.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.4% |
| 7D | +1.4% | +1.2% | +0.2% | +1.5% |
| 30D | -2.3% | -2.7% | +0.4% | -2.5% |
| 3M | +4.0% | -1.0% | +4.9% | +3.9% |
| 6M | +17.9% | -9.3% | +27.2% | +17.1% |
| YTD | +20.2% | +3.6% | +16.6% | +20.4% |
| 1Y | +25.0% | +5.9% | +19.1% | +26.2% |
| All | +25.0% | +4.7% | +20.3% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded EXC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling