+444.5%
IWM vs V
+3,141.1%
-2,696.6%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.2% | -0.9% | -0.8% |
| 7D | +0.3% | +0.6% | -0.3% | 0.0% |
| 30D | +0.6% | +9.7% | -9.2% | -4.3% |
| 3M | -6.2% | +17.3% | -23.5% | -14.0% |
| 6M | -0.8% | +33.2% | -34.0% | -15.3% |
| YTD | +14.8% | +21.3% | -6.6% | +2.1% |
| 1Y | +16.1% | +27.3% | -11.2% | +0.6% |
| 3Y | +71.5% | +76.1% | -4.5% | +23.8% |
| 5Y | +25.8% | +103.5% | -77.7% | -16.9% |
| 10Y | +155.4% | +454.5% | -299.0% | -0.4% |
| All | +444.5% | +3,141.1% | -2,696.6% | -16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling