+808.3%
IWM vs STM
+51.3%
+757.0%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.9% | -1.6% | -0.3% |
| 7D | +0.1% | +5.8% | -5.7% | -1.8% |
| 30D | -1.3% | -1.0% | -0.2% | -1.2% |
| 3M | +1.6% | -33.3% | +34.9% | +13.3% |
| 6M | +13.6% | +57.4% | -43.8% | -7.0% |
| YTD | +20.8% | +102.2% | -81.4% | -9.9% |
| 1Y | +26.4% | +99.6% | -73.2% | -6.2% |
| 3Y | +60.7% | +14.5% | +46.2% | +36.6% |
| 5Y | +38.2% | +21.4% | +16.8% | +11.3% |
| 10Y | +169.5% | +695.0% | -525.5% | +1.8% |
| All | +808.3% | +51.3% | +757.0% | +284.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling