+143.5%
IWM vs STM
+470.7%
-327.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.4% | +12.0% | -10.6% | -2.1% |
| 30D | +2.3% | -0.4% | +2.6% | +1.7% |
| 3M | -8.3% | -13.2% | +4.9% | -5.4% |
| 6M | -1.3% | -26.1% | +24.7% | +3.9% |
| YTD | +13.5% | +81.2% | -67.7% | -12.5% |
| 1Y | +18.4% | +98.3% | -79.9% | -11.6% |
| 3Y | +69.6% | +16.7% | +52.9% | +42.6% |
| 5Y | +23.3% | -4.8% | +28.1% | +7.2% |
| All | +143.5% | +470.7% | -327.1% | +25.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling