+38.2%
IWM vs XEL
+29.4%
+8.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.9% | -0.5% | -1.1% |
| 7D | -1.1% | +0.9% | -2.0% | -1.4% |
| 30D | -3.1% | -0.9% | -2.2% | -2.9% |
| 3M | +2.2% | -1.4% | +3.6% | +2.4% |
| 6M | +15.1% | -5.8% | +20.9% | +16.5% |
| YTD | +18.6% | +4.7% | +13.9% | +16.6% |
| 1Y | +24.0% | +9.1% | +14.9% | +20.3% |
| 3Y | +63.7% | +47.8% | +15.9% | +44.1% |
| 5Y | +38.2% | +29.0% | +9.2% | +26.7% |
| All | +38.2% | +29.4% | +8.8% | +26.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling