+18.4%
IWM vs STX
+94.2%
-75.8%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | +1.4% | +14.6% | -13.2% | 0.0% |
| 30D | +2.3% | -26.0% | +28.2% | +4.7% |
| 3M | -8.3% | -42.6% | +34.3% | -4.3% |
| 6M | -1.3% | -35.3% | +33.9% | +0.7% |
| YTD | +13.5% | +92.5% | -78.9% | +1.8% |
| 1Y | +18.4% | +102.4% | -84.0% | +4.9% |
| All | +18.4% | +94.2% | -75.8% | +4.9% |
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