+153.1%
IWM vs STX
+1,957.9%
-1,804.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.2% | +2.2% | +1.3% |
| 7D | -2.0% | -28.5% | +26.5% | +5.9% |
| 30D | -1.5% | -42.9% | +41.5% | +12.2% |
| 3M | -8.0% | -45.9% | +37.9% | +4.9% |
| 6M | -4.1% | -41.3% | +37.2% | +4.2% |
| YTD | +11.9% | +67.9% | -56.0% | -12.9% |
| 1Y | +15.0% | +66.5% | -51.5% | -10.8% |
| 3Y | +64.2% | +588.0% | -523.8% | -23.9% |
| 5Y | +20.4% | +449.1% | -428.7% | -42.0% |
| All | +153.1% | +1,957.9% | -1,804.8% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling