+20.7%
IWM vs VIG
+59.5%
-38.8%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.4% | +1.4% | +1.5% |
| 7D | -2.0% | -1.8% | -0.2% | +0.3% |
| 30D | -1.5% | +2.7% | -4.1% | -4.8% |
| 3M | -8.0% | 0.0% | -8.0% | -8.0% |
| 6M | -4.1% | +6.8% | -10.9% | -12.0% |
| YTD | +11.9% | +12.1% | -0.1% | -3.5% |
| 1Y | +15.0% | +14.8% | +0.2% | -3.8% |
| 3Y | +64.2% | +62.4% | +1.8% | -10.7% |
| All | +20.7% | +59.5% | -38.8% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling