+357.6%
IWM vs VEA
+155.2%
+202.4%
-58.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VEA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +2.3% | -0.9% | -0.7% |
| 30D | +2.3% | +0.2% | +2.1% | +2.1% |
| 3M | -8.3% | -5.3% | -3.0% | -3.5% |
| 6M | -1.3% | -0.9% | -0.4% | -0.7% |
| YTD | +13.5% | +12.2% | +1.3% | +1.2% |
| 1Y | +18.4% | +16.1% | +2.3% | +2.3% |
| 3Y | +69.6% | +73.0% | -3.4% | +1.1% |
| 5Y | +23.3% | +53.7% | -30.4% | -17.5% |
| 10Y | +147.0% | +159.3% | -12.3% | +5.2% |
| All | +357.6% | +155.2% | +202.4% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling