+39.1%
IWM vs EXEL
+199.5%
-160.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | +8.4% | -8.3% | -1.5% |
| 30D | -1.3% | +4.1% | -5.3% | -2.2% |
| 3M | +1.6% | +12.4% | -10.8% | -1.0% |
| 6M | +13.6% | +41.5% | -28.0% | +5.1% |
| YTD | +20.8% | +34.6% | -13.9% | +12.7% |
| 1Y | +26.4% | +57.9% | -31.5% | +13.5% |
| 3Y | +60.7% | +159.5% | -98.8% | +22.6% |
| All | +39.1% | +199.5% | -160.4% | -5.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling