+386.8%
IWM vs VIG
+655.8%
-269.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | -0.1% |
| 7D | -0.3% | -0.3% | 0.0% | +0.1% |
| 30D | +1.9% | +4.9% | -3.0% | -4.1% |
| 3M | -5.7% | +2.9% | -8.6% | -9.1% |
| 6M | -0.3% | +11.2% | -11.5% | -12.8% |
| YTD | +15.8% | +16.0% | -0.2% | -3.7% |
| 1Y | +17.1% | +17.0% | +0.1% | -3.6% |
| 3Y | +73.1% | +66.9% | +6.2% | -7.6% |
| 5Y | +25.9% | +65.8% | -40.0% | -31.7% |
| 10Y | +151.9% | +263.6% | -111.7% | -49.6% |
| All | +386.8% | +655.8% | -269.1% | -62.3% |
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