+25.9%
IWM vs VCLT
-16.2%
+42.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.2% | +0.7% | +0.7% |
| 7D | -0.3% | -0.6% | +0.2% | +0.1% |
| 30D | +1.9% | +2.8% | -0.9% | 0.0% |
| 3M | -5.7% | -0.4% | -5.3% | -5.5% |
| 6M | -0.3% | -3.1% | +2.8% | +1.9% |
| YTD | +15.8% | -2.7% | +18.4% | +18.0% |
| 1Y | +17.1% | -3.7% | +20.7% | +20.1% |
| 3Y | +73.1% | +15.6% | +57.5% | +59.1% |
| 5Y | +25.9% | -15.8% | +41.6% | +19.9% |
| All | +25.9% | -16.2% | +42.1% | +19.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 VCLT 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