+70.2%
IWM vs V
+75.5%
-5.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.1% | -0.5% |
| 7D | +2.8% | -0.4% | +3.1% | +2.9% |
| 30D | +0.6% | +6.3% | -5.7% | -1.6% |
| 3M | -7.8% | +17.2% | -24.9% | -13.2% |
| 6M | -1.0% | +29.2% | -30.2% | -10.8% |
| YTD | +13.9% | +20.8% | -6.9% | +5.8% |
| 1Y | +15.4% | +25.0% | -9.6% | +5.2% |
| All | +70.2% | +75.5% | -5.3% | +28.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling