+18.9%
IWM vs STX
+119.7%
-100.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -8.1% | +9.6% | +2.3% |
| 7D | +1.0% | -20.2% | +21.2% | +3.0% |
| 30D | +0.2% | -37.2% | +37.4% | +4.5% |
| 3M | -5.6% | -34.1% | +28.4% | -2.5% |
| 6M | +2.7% | -24.5% | +27.2% | +3.3% |
| YTD | +16.2% | +102.9% | -86.8% | +2.2% |
| 1Y | +18.9% | +123.8% | -104.8% | +2.4% |
| All | +18.9% | +119.7% | -100.7% | +2.4% |
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