+167.5%
IWM vs V
+388.0%
-220.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.8% |
| 7D | +0.1% | -1.7% | +1.8% | +1.1% |
| 30D | -1.3% | +2.0% | -3.2% | -2.5% |
| 3M | +1.6% | +17.4% | -15.8% | -7.8% |
| 6M | +13.6% | +17.5% | -3.9% | +2.3% |
| YTD | +20.8% | +7.6% | +13.2% | +14.2% |
| 1Y | +26.4% | +7.7% | +18.7% | +19.0% |
| 3Y | +60.7% | +54.7% | +6.0% | +20.1% |
| 5Y | +38.2% | +73.0% | -34.9% | -5.5% |
| All | +167.5% | +388.0% | -220.5% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside V.
Daily Out/Under-Performance
Portfolio return minus V return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × V 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 V 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