+98.1%
IWM vs SITM
+4,789.7%
-4,691.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +5.5% | -5.1% | -0.5% |
| 7D | -2.4% | +3.9% | -6.3% | -3.0% |
| 30D | -4.6% | -6.6% | +2.0% | -3.8% |
| 3M | -0.3% | -11.9% | +11.6% | 0.0% |
| 6M | +14.7% | +81.1% | -66.4% | -0.1% |
| YTD | +17.8% | +80.0% | -62.1% | +1.6% |
| 1Y | +21.2% | +145.8% | -124.6% | -2.5% |
| 3Y | +62.3% | +475.9% | -413.5% | +3.7% |
| 5Y | +38.7% | +189.2% | -150.5% | -8.8% |
| All | +98.1% | +4,789.7% | -4,691.6% | -19.1% |
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