+741.9%
IWM vs EXEL
+283.8%
+458.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.8% |
| 7D | -2.0% | +0.3% | -2.3% | -2.1% |
| 30D | -1.5% | +19.0% | -20.5% | -4.3% |
| 3M | -8.0% | +33.3% | -41.3% | -12.4% |
| 6M | -4.1% | +42.9% | -47.0% | -10.0% |
| YTD | +11.9% | +58.7% | -46.8% | +2.9% |
| 1Y | +15.0% | +70.5% | -55.5% | +4.4% |
| 3Y | +64.2% | +233.8% | -169.6% | +30.3% |
| 5Y | +20.4% | +259.3% | -239.0% | -6.6% |
| 10Y | +168.0% | +484.1% | -316.2% | +78.3% |
| All | +741.9% | +283.8% | +458.1% | +262.5% |
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