+66.0%
IWM vs VEA
+79.2%
-13.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | 0.0% |
| 7D | +1.4% | +1.9% | -0.4% | -0.4% |
| 30D | -2.3% | +0.8% | -3.1% | -3.0% |
| 3M | +4.0% | +5.7% | -1.7% | -1.9% |
| 6M | +17.9% | +13.3% | +4.6% | +3.3% |
| YTD | +20.2% | +18.4% | +1.8% | -0.1% |
| 1Y | +25.0% | +27.0% | -2.0% | -3.8% |
| 3Y | +66.0% | +79.3% | -13.3% | -16.0% |
| All | +66.0% | +79.2% | -13.2% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VEA.
Daily Out/Under-Performance
Portfolio return minus VEA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEA 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 VEA 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