+16.1%
IWM vs SMTC
+53.1%
-37.0%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.9% | -0.4% |
| 7D | +0.3% | -10.9% | +11.2% | +1.1% |
| 30D | +0.6% | -39.4% | +40.0% | +5.6% |
| 3M | -6.2% | -13.5% | +7.3% | -6.8% |
| 6M | -0.8% | -6.8% | +6.1% | -4.5% |
| YTD | +14.8% | +54.0% | -39.3% | -1.1% |
| 1Y | +16.1% | +50.8% | -34.6% | +0.2% |
| All | +16.1% | +53.1% | -37.0% | +0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 1y: compounded portfolio wealth divided by compounded SMTC 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…
1y analysis · Full analysis span regression · 6 months rolling