+161.6%
IWM vs STT
+204.5%
-42.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.9% |
| 7D | -2.0% | -2.5% | +0.5% | -0.8% |
| 30D | -1.5% | -5.0% | +3.5% | +1.0% |
| 3M | -8.0% | -10.5% | +2.5% | -3.1% |
| 6M | -4.1% | +10.0% | -14.1% | -9.0% |
| YTD | +11.9% | +30.7% | -18.8% | -2.8% |
| 1Y | +15.0% | +43.8% | -28.7% | -4.7% |
| 3Y | +64.2% | +168.1% | -103.9% | 0.0% |
| 5Y | +20.4% | +101.4% | -81.0% | -19.2% |
| All | +161.6% | +204.5% | -42.9% | +32.1% |
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