+26.4%
IWM vs STX
+382.7%
-356.2%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +6.3% | -6.1% | -0.3% |
| 7D | +0.1% | +2.4% | -2.3% | -0.1% |
| 30D | -1.3% | +1.4% | -2.6% | -1.6% |
| 3M | +1.6% | -8.2% | +9.8% | +1.5% |
| 6M | +13.6% | +127.0% | -113.5% | +3.7% |
| YTD | +20.8% | +209.1% | -188.4% | +7.1% |
| 1Y | +26.4% | +365.4% | -339.0% | +9.4% |
| All | +26.4% | +382.7% | -356.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STX.
Daily Out/Under-Performance
Portfolio return minus STX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STX 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 1y: compounded portfolio wealth divided by compounded STX 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…
1y analysis · Full analysis span regression · 6 months rolling