+155.4%
IWM vs XME
+270.2%
-114.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.3% | +0.4% |
| 7D | +0.3% | -0.2% | +0.4% | +0.3% |
| 30D | +0.6% | -9.2% | +9.8% | +5.5% |
| 3M | -6.2% | -17.8% | +11.5% | +3.2% |
| 6M | -0.8% | -20.0% | +19.3% | +9.7% |
| YTD | +14.8% | -6.6% | +21.3% | +15.3% |
| 1Y | +16.1% | +1.8% | +14.4% | +11.1% |
| 3Y | +71.5% | +98.7% | -27.2% | +11.1% |
| 5Y | +25.8% | +123.9% | -98.2% | -26.4% |
| 10Y | +155.4% | +277.9% | -122.5% | -0.3% |
| All | +155.4% | +270.2% | -114.8% | -0.3% |
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