+25.0%
IWM vs VFC
-11.5%
+36.4%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.1% |
| 7D | +1.4% | +0.8% | +0.6% | +1.2% |
| 30D | -2.3% | -11.9% | +9.7% | +0.3% |
| 3M | +4.0% | -20.2% | +24.1% | +7.9% |
| 6M | +17.9% | -23.0% | +40.9% | +22.7% |
| YTD | +20.2% | -26.2% | +46.4% | +26.0% |
| 1Y | +25.0% | -13.3% | +38.3% | +24.2% |
| All | +25.0% | -11.5% | +36.4% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling