+808.3%
IWM vs VFC
+298.5%
+509.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.4% | -2.1% | -0.6% |
| 7D | +0.1% | -1.6% | +1.7% | +0.7% |
| 30D | -1.3% | -11.6% | +10.4% | +3.2% |
| 3M | +1.6% | -18.1% | +19.7% | +7.7% |
| 6M | +13.6% | -27.4% | +40.9% | +24.9% |
| YTD | +20.8% | -24.8% | +45.6% | +30.4% |
| 1Y | +26.4% | -8.2% | +34.6% | +24.6% |
| 3Y | +60.7% | -29.1% | +89.8% | +47.2% |
| 5Y | +38.2% | -79.2% | +117.4% | +110.1% |
| 10Y | +169.5% | -68.1% | +237.6% | +210.2% |
| All | +808.3% | +298.5% | +509.8% | +265.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling