+808.3%
IWM vs XEL
+874.9%
-66.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.5% |
| 7D | +0.1% | -1.0% | +1.0% | +0.4% |
| 30D | -1.3% | -1.9% | +0.7% | -0.7% |
| 3M | +1.6% | -1.9% | +3.5% | +2.0% |
| 6M | +13.6% | -7.4% | +21.0% | +15.9% |
| YTD | +20.8% | +4.1% | +16.7% | +18.6% |
| 1Y | +26.4% | +8.0% | +18.4% | +22.4% |
| 3Y | +60.7% | +48.4% | +12.3% | +38.7% |
| 5Y | +38.2% | +27.2% | +10.9% | +24.3% |
| 10Y | +169.5% | +146.8% | +22.7% | +93.7% |
| All | +808.3% | +874.9% | -66.6% | +356.6% |
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