+18.9%
IWM vs STM
+92.4%
-73.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.1% | +7.6% | +2.5% |
| 7D | +1.0% | -6.0% | +7.0% | +1.9% |
| 30D | +0.2% | -20.9% | +21.2% | +4.0% |
| 3M | -5.6% | -15.8% | +10.1% | -3.3% |
| 6M | +2.7% | -17.0% | +19.8% | +2.5% |
| YTD | +16.2% | +76.8% | -60.6% | -5.1% |
| 1Y | +18.9% | +96.5% | -77.5% | -6.7% |
| All | +18.9% | +92.4% | -73.4% | -6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 STM 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