+22.9%
IWM vs XEL
+7.9%
+15.1%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | 0.0% | -0.9% |
| 7D | -2.5% | -1.2% | -1.3% | -2.4% |
| 30D | -4.4% | -2.9% | -1.5% | -4.2% |
| 3M | +2.2% | -2.7% | +5.0% | +2.4% |
| 6M | +14.0% | -6.5% | +20.5% | +14.4% |
| YTD | +17.4% | +3.6% | +13.7% | +17.3% |
| 1Y | +22.9% | +7.5% | +15.4% | +25.2% |
| All | +22.9% | +7.9% | +15.1% | +25.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 1y: compounded portfolio wealth divided by compounded XEL 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…
1y analysis · Full analysis span regression · 6 months rolling