+66.0%
IWM vs VEU
+77.0%
-11.0%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | 0.0% | 0.0% |
| 7D | +1.4% | +1.7% | -0.3% | -0.3% |
| 30D | -2.3% | +1.0% | -3.3% | -3.3% |
| 3M | +4.0% | +5.6% | -1.7% | -1.9% |
| 6M | +17.9% | +13.7% | +4.3% | +2.8% |
| YTD | +20.2% | +17.7% | +2.5% | +0.4% |
| 1Y | +25.0% | +25.8% | -0.8% | -3.0% |
| 3Y | +66.0% | +77.1% | -11.1% | -16.1% |
| All | +66.0% | +77.0% | -11.0% | -16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling