+166.9%
IWM vs EXEL
+380.2%
-213.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.3% | +1.8% | 0.0% |
| 7D | +1.4% | +1.4% | 0.0% | +1.1% |
| 30D | -2.3% | +6.7% | -8.9% | -3.6% |
| 3M | +4.0% | +11.5% | -7.5% | +1.5% |
| 6M | +17.9% | +38.8% | -20.9% | +10.0% |
| YTD | +20.2% | +31.6% | -11.4% | +13.0% |
| 1Y | +25.0% | +53.0% | -28.0% | +13.5% |
| 3Y | +66.0% | +160.8% | -94.8% | +31.6% |
| 5Y | +40.0% | +190.1% | -150.0% | +7.0% |
| 10Y | +166.9% | +367.0% | -200.1% | +82.6% |
| All | +166.9% | +380.2% | -213.3% | +82.6% |
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