+741.9%
IWM vs EXC
+636.9%
+105.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -2.0% | +2.9% | +1.8% |
| 7D | -2.0% | -1.2% | -0.9% | -1.6% |
| 30D | -1.5% | +10.0% | -11.4% | -5.2% |
| 3M | -8.0% | +1.6% | -9.6% | -8.8% |
| 6M | -4.1% | +3.3% | -7.4% | -5.9% |
| YTD | +11.9% | +7.6% | +4.4% | +7.5% |
| 1Y | +15.0% | +3.5% | +11.6% | +12.1% |
| 3Y | +64.2% | +27.7% | +36.5% | +44.1% |
| 5Y | +20.4% | +41.1% | -20.7% | +0.1% |
| 10Y | +168.0% | +178.2% | -10.2% | +65.3% |
| All | +741.9% | +636.9% | +105.0% | +356.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling