+143.5%
IWM vs EXEL
+320.7%
-177.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.6% |
| 30D | +2.3% | +13.1% | -10.9% | -0.3% |
| 3M | -8.3% | +36.3% | -44.7% | -14.0% |
| 6M | -1.3% | +34.5% | -35.9% | -7.5% |
| YTD | +13.5% | +57.4% | -43.9% | +2.6% |
| 1Y | +18.4% | +62.9% | -44.5% | +6.2% |
| 3Y | +69.6% | +229.5% | -159.9% | +27.2% |
| 5Y | +23.3% | +281.2% | -257.9% | -11.7% |
| All | +143.5% | +320.7% | -177.2% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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