+39.1%
IWM vs STT
+145.1%
-105.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.2% | +0.1% | +0.2% |
| 7D | +0.1% | +0.5% | -0.4% | -0.2% |
| 30D | -1.3% | +3.9% | -5.1% | -3.2% |
| 3M | +1.6% | +20.0% | -18.3% | -7.6% |
| 6M | +13.6% | +55.3% | -41.8% | -9.5% |
| YTD | +20.8% | +53.3% | -32.6% | -3.5% |
| 1Y | +26.4% | +74.7% | -48.3% | -5.5% |
| 3Y | +60.7% | +205.8% | -145.1% | -9.0% |
| All | +39.1% | +145.1% | -105.9% | -19.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling