+144.3%
IWM vs STX
+2,087.9%
-1,943.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.3% |
| 7D | +2.8% | +16.8% | -14.1% | -1.3% |
| 30D | +0.6% | -27.0% | +27.7% | +7.7% |
| 3M | -7.8% | -37.9% | +30.1% | +1.5% |
| 6M | -1.0% | -32.5% | +31.5% | +3.9% |
| YTD | +13.9% | +98.6% | -84.7% | -15.1% |
| 1Y | +15.4% | +93.6% | -78.1% | -13.7% |
| 3Y | +70.2% | +699.1% | -628.8% | -23.9% |
| 5Y | +23.7% | +481.0% | -457.3% | -40.7% |
| All | +144.3% | +2,087.9% | -1,943.6% | -19.4% |
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