+20.0%
IWM vs V
+101.0%
-81.0%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | +2.2% | -4.2% | -3.1% |
| 30D | -1.5% | +13.6% | -15.0% | -7.5% |
| 3M | -8.0% | +14.3% | -22.3% | -14.1% |
| 6M | -4.1% | +33.1% | -37.2% | -17.6% |
| YTD | +11.9% | +21.2% | -9.3% | +0.6% |
| 1Y | +15.0% | +26.4% | -11.4% | +0.8% |
| 3Y | +64.2% | +77.6% | -13.4% | +16.3% |
| All | +20.0% | +101.0% | -81.0% | -21.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling