+20.0%
IWM vs EXC
+41.2%
-21.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.4% |
| 7D | -2.0% | -1.2% | -0.9% | -1.8% |
| 30D | -1.5% | +10.0% | -11.4% | -3.6% |
| 3M | -8.0% | +1.6% | -9.6% | -8.4% |
| 6M | -4.1% | +3.3% | -7.4% | -5.1% |
| YTD | +11.9% | +7.6% | +4.4% | +9.0% |
| 1Y | +15.0% | +3.5% | +11.6% | +13.2% |
| 3Y | +64.2% | +27.7% | +36.5% | +48.5% |
| All | +20.0% | +41.2% | -21.2% | -0.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling