+753.8%
IWM vs XEL
+959.2%
-205.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.5% | -0.4% |
| 7D | +1.4% | +2.4% | -1.0% | +0.6% |
| 30D | +2.3% | +8.3% | -6.0% | -0.3% |
| 3M | -8.3% | +4.2% | -12.5% | -9.6% |
| 6M | -1.3% | +3.7% | -5.1% | -2.8% |
| YTD | +13.5% | +13.1% | +0.5% | +8.5% |
| 1Y | +18.4% | +5.0% | +13.4% | +15.8% |
| 3Y | +69.6% | +55.0% | +14.7% | +44.4% |
| 5Y | +23.3% | +51.8% | -28.5% | +4.8% |
| 10Y | +147.0% | +185.6% | -38.6% | +69.6% |
| All | +753.8% | +959.2% | -205.4% | +317.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling