+763.2%
IWM vs EXEL
+289.4%
+473.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | +0.3% | -2.4% | +2.7% | +0.7% |
| 30D | +0.6% | +17.9% | -17.3% | -2.2% |
| 3M | -6.2% | +33.3% | -39.5% | -10.7% |
| 6M | -0.8% | +46.6% | -47.3% | -7.3% |
| YTD | +14.8% | +61.0% | -46.3% | +5.2% |
| 1Y | +16.1% | +70.4% | -54.3% | +5.4% |
| 3Y | +71.5% | +236.1% | -164.6% | +36.0% |
| 5Y | +25.8% | +284.8% | -259.1% | -3.5% |
| 10Y | +155.4% | +348.4% | -193.0% | +77.7% |
| All | +763.2% | +289.4% | +473.8% | +270.8% |
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