+31.4%
IWM vs VG
-39.3%
+70.8%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.3% |
| 7D | +0.1% | +1.7% | -1.6% | 0.0% |
| 30D | -1.3% | +16.0% | -17.3% | -1.9% |
| 3M | +1.6% | +9.7% | -8.1% | +1.0% |
| 6M | +13.6% | +29.6% | -16.0% | +9.8% |
| YTD | +20.8% | +112.0% | -91.3% | +10.5% |
| 1Y | +26.4% | +12.8% | +13.6% | +22.5% |
| All | +31.4% | -39.3% | +70.8% | +24.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling