+171.7%
IWM vs XME
+412.4%
-240.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.6% | -0.7% | -1.0% |
| 7D | -1.1% | -0.2% | -0.9% | -1.0% |
| 30D | -3.1% | +1.4% | -4.5% | -4.0% |
| 3M | +2.2% | +2.7% | -0.5% | -0.1% |
| 6M | +15.1% | +6.5% | +8.6% | +9.5% |
| YTD | +18.6% | +15.2% | +3.4% | +7.3% |
| 1Y | +24.0% | +43.5% | -19.5% | -1.4% |
| 3Y | +63.7% | +135.9% | -72.2% | -2.1% |
| 5Y | +38.2% | +181.5% | -143.3% | -27.7% |
| 10Y | +171.7% | +436.9% | -265.2% | -9.7% |
| All | +171.7% | +412.4% | -240.7% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 10y: compounded portfolio wealth divided by compounded XME 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…
10y analysis · Full analysis span regression · 6 months rolling