+143.5%
IWM vs STT
+198.3%
-54.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.1% | -0.2% | -0.3% |
| 7D | +1.4% | +4.8% | -3.4% | -0.9% |
| 30D | +2.3% | +3.9% | -1.7% | +0.4% |
| 3M | -8.3% | -8.2% | -0.2% | -4.6% |
| 6M | -1.3% | +15.6% | -16.9% | -8.6% |
| YTD | +13.5% | +37.6% | -24.1% | -3.9% |
| 1Y | +18.4% | +50.1% | -31.7% | -3.9% |
| 3Y | +69.6% | +183.1% | -113.4% | +0.7% |
| 5Y | +23.3% | +104.8% | -81.6% | -18.0% |
| All | +143.5% | +198.3% | -54.7% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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