+756.6%
IWM vs XEL
+957.8%
-201.2%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.8% |
| 7D | +2.8% | +1.4% | +1.3% | +2.3% |
| 30D | +0.6% | +9.2% | -8.6% | -2.2% |
| 3M | -7.8% | +4.5% | -12.3% | -9.2% |
| 6M | -1.0% | +3.6% | -4.6% | -2.4% |
| YTD | +13.9% | +12.9% | +1.0% | +8.9% |
| 1Y | +15.4% | +4.1% | +11.3% | +13.3% |
| 3Y | +70.2% | +52.3% | +17.9% | +45.8% |
| 5Y | +23.7% | +51.6% | -27.9% | +5.2% |
| 10Y | +147.8% | +185.2% | -37.4% | +70.3% |
| All | +756.6% | +957.8% | -201.2% | +319.2% |
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 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