+407.6%
IWM vs VIG
+623.5%
-215.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.7% | +0.9% |
| 7D | +0.1% | -0.4% | +0.5% | +0.6% |
| 30D | -1.3% | -1.0% | -0.3% | -0.1% |
| 3M | +1.6% | +2.8% | -1.2% | -1.8% |
| 6M | +13.6% | +8.2% | +5.4% | +3.0% |
| YTD | +20.8% | +11.0% | +9.7% | +6.1% |
| 1Y | +26.4% | +16.1% | +10.3% | +5.2% |
| 3Y | +60.7% | +56.2% | +4.5% | -6.7% |
| 5Y | +38.2% | +63.0% | -24.8% | -23.4% |
| 10Y | +169.5% | +241.4% | -72.0% | -41.5% |
| All | +407.6% | +623.5% | -215.9% | -58.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling