+31.0%
IWM vs EXE
+165.2%
-134.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.2% | -0.5% |
| 7D | +1.4% | +5.3% | -3.9% | +0.2% |
| 30D | +2.3% | -2.2% | +4.5% | +2.7% |
| 3M | -8.3% | -5.9% | -2.4% | -7.2% |
| 6M | -1.3% | -5.7% | +4.4% | -0.5% |
| YTD | +13.5% | -17.8% | +31.3% | +17.6% |
| 1Y | +18.4% | -23.1% | +41.5% | +24.6% |
| 3Y | +69.6% | +21.2% | +48.4% | +55.7% |
| 5Y | +23.3% | +78.8% | -55.5% | +0.7% |
| All | +31.0% | +165.2% | -134.2% | -7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling