+171.7%
IWM vs STX
+3,552.7%
-3,381.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.7% | -0.8% |
| 7D | -1.1% | +9.6% | -10.7% | -3.6% |
| 30D | -3.1% | +10.6% | -13.7% | -6.2% |
| 3M | +2.2% | +4.8% | -2.6% | -1.8% |
| 6M | +15.1% | +137.3% | -122.2% | -13.3% |
| YTD | +18.6% | +222.5% | -203.9% | -20.4% |
| 1Y | +24.0% | +366.2% | -342.2% | -27.7% |
| 3Y | +63.7% | +1,352.9% | -1,289.2% | -36.7% |
| 5Y | +38.2% | +1,077.4% | -1,039.2% | -44.6% |
| 10Y | +171.7% | +3,621.5% | -3,449.8% | -24.4% |
| All | +171.7% | +3,552.7% | -3,381.0% | -24.4% |
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 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