+40.1%
IWM vs SITM
+168.6%
-128.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.1% | +1.7% | -0.1% |
| 7D | +1.4% | +8.4% | -6.9% | 0.0% |
| 30D | -2.3% | -17.4% | +15.1% | +0.5% |
| 3M | +4.0% | -9.8% | +13.8% | +3.8% |
| 6M | +17.9% | +83.0% | -65.0% | +1.9% |
| YTD | +20.2% | +69.6% | -49.4% | +4.2% |
| 1Y | +25.0% | +144.9% | -119.9% | -0.4% |
| 3Y | +66.0% | +429.9% | -363.9% | +4.6% |
| All | +40.1% | +168.6% | -128.5% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling