+73.0%
IWM vs STM
+15.2%
+57.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.5% | -2.6% | +0.1% |
| 7D | -0.3% | +1.4% | -1.8% | -0.8% |
| 30D | +1.9% | -8.4% | +10.2% | +3.4% |
| 3M | -5.7% | -15.8% | +10.1% | -2.9% |
| 6M | -0.3% | -22.8% | +22.5% | +2.3% |
| YTD | +15.8% | +79.4% | -63.6% | -5.2% |
| 1Y | +17.1% | +97.0% | -79.9% | -6.6% |
| All | +73.0% | +15.2% | +57.8% | +44.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling