+143.5%
IWM vs VIG
+262.6%
-119.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.4% | +3.5% | -2.1% | -2.6% |
| 30D | +2.3% | +4.9% | -2.7% | -3.4% |
| 3M | -8.3% | +2.5% | -10.8% | -11.0% |
| 6M | -1.3% | +11.0% | -12.3% | -12.9% |
| YTD | +13.5% | +16.0% | -2.5% | -4.7% |
| 1Y | +18.4% | +17.5% | +0.9% | -2.1% |
| 3Y | +69.6% | +67.0% | +2.6% | -5.9% |
| 5Y | +23.3% | +64.8% | -41.5% | -29.9% |
| All | +143.5% | +262.6% | -119.1% | -42.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 VIG 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