+90.8%
IWM vs SITM
+3,319.5%
-3,228.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -5.5% | +5.2% | +0.6% |
| 7D | +1.4% | +6.6% | -5.2% | +0.3% |
| 30D | +2.3% | -15.3% | +17.6% | +4.3% |
| 3M | -8.3% | -35.4% | +27.1% | -3.1% |
| 6M | -1.3% | -46.8% | +45.5% | +5.9% |
| YTD | +13.5% | +25.9% | -12.4% | +2.5% |
| 1Y | +18.4% | +54.0% | -35.6% | +2.8% |
| 3Y | +69.6% | +315.6% | -246.0% | +13.1% |
| 5Y | +23.3% | +74.4% | -51.2% | -12.5% |
| All | +90.8% | +3,319.5% | -3,228.7% | -18.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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