+39.1%
IWM vs STM
+20.8%
+18.4%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | +0.1% | +5.8% | -5.7% | -1.5% |
| 30D | -1.3% | -1.0% | -0.2% | -1.2% |
| 3M | +1.6% | -33.3% | +34.9% | +11.9% |
| 6M | +13.6% | +57.4% | -43.8% | -5.9% |
| YTD | +20.8% | +102.2% | -81.4% | -8.3% |
| 1Y | +26.4% | +99.6% | -73.2% | -4.6% |
| 3Y | +60.7% | +14.5% | +46.2% | +40.2% |
| All | +39.1% | +20.8% | +18.4% | +13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling