+166.4%
IWM vs XBI
+160.4%
+5.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XBI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.6% |
| 7D | -2.4% | -4.6% | +2.2% | 0.0% |
| 30D | -4.6% | -2.0% | -2.6% | -3.8% |
| 3M | -0.3% | +17.8% | -18.1% | -9.1% |
| 6M | +14.7% | +23.7% | -9.0% | +1.6% |
| YTD | +17.8% | +28.2% | -10.4% | +2.1% |
| 1Y | +21.2% | +64.0% | -42.7% | -8.0% |
| 3Y | +62.3% | +99.4% | -37.1% | +9.5% |
| 5Y | +38.7% | +19.3% | +19.4% | +18.2% |
| All | +166.4% | +160.4% | +5.9% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside XBI.
Daily Out/Under-Performance
Portfolio return minus XBI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XBI 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 10y: compounded portfolio wealth divided by compounded XBI 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…
10y analysis · Full analysis span regression · 6 months rolling