+431.1%
IWM vs V
+3,138.4%
-2,707.3%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | V | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | 0.0% | +1.0% | +1.0% |
| 7D | -2.0% | +2.2% | -4.2% | -3.2% |
| 30D | -1.5% | +13.6% | -15.0% | -7.9% |
| 3M | -8.0% | +14.3% | -22.3% | -14.5% |
| 6M | -4.1% | +33.1% | -37.2% | -18.1% |
| YTD | +11.9% | +21.2% | -9.3% | -0.3% |
| 1Y | +15.0% | +26.4% | -11.4% | 0.0% |
| 3Y | +64.2% | +77.6% | -13.4% | +18.0% |
| 5Y | +20.4% | +102.6% | -82.2% | -20.3% |
| 10Y | +168.0% | +464.4% | -296.4% | +3.6% |
| All | +431.1% | +3,138.4% | -2,707.3% | -18.4% |
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