+25.8%
IWM vs VEU
+48.8%
-23.1%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | 0.0% |
| 7D | +0.3% | +0.5% | -0.2% | -0.2% |
| 30D | +0.6% | -2.3% | +2.9% | +3.1% |
| 3M | -6.2% | -4.4% | -1.8% | -1.8% |
| 6M | -0.8% | -2.2% | +1.4% | +1.2% |
| YTD | +14.8% | +10.9% | +3.8% | +1.6% |
| 1Y | +16.1% | +13.4% | +2.8% | +0.5% |
| 3Y | +71.5% | +69.7% | +1.8% | -5.0% |
| 5Y | +25.8% | +50.0% | -24.2% | -18.6% |
| All | +25.8% | +48.8% | -23.1% | -18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling