+808.3%
IWM vs EXEL
+225.6%
+582.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +0.1% | +8.4% | -8.3% | -1.3% |
| 30D | -1.3% | +4.1% | -5.3% | -2.0% |
| 3M | +1.6% | +12.4% | -10.8% | -0.6% |
| 6M | +13.6% | +41.5% | -28.0% | +6.6% |
| YTD | +20.8% | +34.6% | -13.9% | +14.2% |
| 1Y | +26.4% | +57.9% | -31.5% | +15.9% |
| 3Y | +60.7% | +159.5% | -98.8% | +32.8% |
| 5Y | +38.2% | +198.5% | -160.3% | +10.4% |
| 10Y | +169.5% | +411.4% | -241.9% | +82.1% |
| All | +808.3% | +225.6% | +582.7% | +302.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling