+166.9%
IWM vs VLO
+902.9%
-736.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -1.4% |
| 7D | +1.4% | +5.8% | -4.4% | -0.3% |
| 30D | -2.3% | +28.3% | -30.6% | -9.3% |
| 3M | +4.0% | +48.7% | -44.8% | -8.1% |
| 6M | +17.9% | +71.9% | -54.0% | -1.4% |
| YTD | +20.2% | +138.7% | -118.5% | -9.8% |
| 1Y | +25.0% | +148.5% | -123.5% | -7.8% |
| 3Y | +66.0% | +192.7% | -126.7% | +13.2% |
| 5Y | +40.0% | +601.6% | -561.6% | -32.4% |
| 10Y | +166.9% | +900.2% | -733.3% | +3.8% |
| All | +166.9% | +902.9% | -736.0% | +3.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VLO.
Daily Out/Under-Performance
Portfolio return minus VLO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLO 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded VLO 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling