+69.6%
IWM vs EXEL
+230.5%
-160.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.1% |
| 7D | +1.4% | -0.8% | +2.2% | +1.5% |
| 30D | +2.3% | +13.1% | -10.9% | +0.5% |
| 3M | -8.3% | +36.3% | -44.7% | -12.3% |
| 6M | -1.3% | +34.5% | -35.9% | -5.6% |
| YTD | +13.5% | +57.4% | -43.9% | +5.8% |
| 1Y | +18.4% | +62.9% | -44.5% | +9.7% |
| 3Y | +69.6% | +229.5% | -159.9% | +34.9% |
| All | +69.6% | +230.5% | -160.8% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling