+741.9%
IWM vs VFC
+507.2%
+234.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | -2.0% | +11.2% | -13.2% | -5.8% |
| 30D | -1.5% | +41.5% | -43.0% | -13.4% |
| 3M | -8.0% | +38.9% | -46.9% | -18.9% |
| 6M | -4.1% | +6.1% | -10.2% | -8.1% |
| YTD | +11.9% | +14.5% | -2.6% | +3.2% |
| 1Y | +15.0% | +46.0% | -30.9% | -3.7% |
| 3Y | +64.2% | +36.4% | +27.8% | +19.0% |
| 5Y | +20.4% | -67.5% | +87.9% | +55.2% |
| 10Y | +168.0% | -45.8% | +213.8% | +150.6% |
| All | +741.9% | +507.2% | +234.8% | +189.1% |
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