+23.7%
IWM vs STM
-4.9%
+28.5%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.8% |
| 7D | +2.8% | +16.3% | -13.5% | -1.5% |
| 30D | +0.6% | -6.3% | +6.9% | +1.9% |
| 3M | -7.8% | -14.1% | +6.3% | -4.8% |
| 6M | -1.0% | -19.6% | +18.6% | +0.9% |
| YTD | +13.9% | +80.1% | -66.3% | -11.6% |
| 1Y | +15.4% | +95.4% | -79.9% | -12.9% |
| 3Y | +70.2% | +14.7% | +55.5% | +45.2% |
| 5Y | +23.7% | -5.4% | +29.1% | +7.2% |
| All | +23.7% | -4.9% | +28.5% | +7.2% |
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