+165.3%
IWM vs VEU
+152.3%
+12.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | +0.4% |
| 7D | -2.5% | -1.9% | -0.6% | -0.5% |
| 30D | -4.4% | -0.7% | -3.7% | -3.7% |
| 3M | +2.2% | +4.9% | -2.6% | -3.1% |
| 6M | +14.0% | +9.8% | +4.2% | +2.4% |
| YTD | +17.4% | +15.3% | +2.1% | -0.3% |
| 1Y | +22.9% | +23.0% | -0.1% | -2.6% |
| 3Y | +62.1% | +73.5% | -11.4% | -11.9% |
| 5Y | +38.2% | +54.5% | -16.3% | -14.4% |
| All | +165.3% | +152.3% | +12.9% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 10y: compounded portfolio wealth divided by compounded VEU 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…
10y analysis · Full analysis span regression · 6 months rolling