+153.1%
IWM vs VLO
+765.3%
-612.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | -2.0% | -13.3% | +11.3% | +1.9% |
| 30D | -1.5% | -18.3% | +16.9% | +3.8% |
| 3M | -8.0% | +14.3% | -22.3% | -12.5% |
| 6M | -4.1% | +47.6% | -51.7% | -16.1% |
| YTD | +11.9% | +116.0% | -104.0% | -14.3% |
| 1Y | +15.0% | +101.0% | -86.0% | -10.0% |
| 3Y | +64.2% | +199.0% | -134.8% | +10.1% |
| 5Y | +20.4% | +419.0% | -398.7% | -36.2% |
| All | +153.1% | +765.3% | -612.2% | +5.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling