+24.9%
IWM vs VG
-49.4%
+74.3%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -0.7% |
| 7D | +0.3% | -7.7% | +8.0% | +0.5% |
| 30D | +0.6% | -8.8% | +9.4% | +0.8% |
| 3M | -6.2% | -15.6% | +9.4% | -5.8% |
| 6M | -0.8% | +5.2% | -6.0% | -1.9% |
| YTD | +14.8% | +76.9% | -62.1% | +5.6% |
| 1Y | +16.1% | +42.5% | -26.4% | +9.0% |
| All | +24.9% | -49.4% | +74.3% | +18.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VG.
Daily Out/Under-Performance
Portfolio return minus VG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VG 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 10y: compounded portfolio wealth divided by compounded VG 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…
10y analysis · Full analysis span regression · 6 months rolling