+143.5%
IWM vs VLO
+790.8%
-647.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.7% |
| 7D | +1.4% | +9.6% | -8.2% | -1.2% |
| 30D | +2.3% | -17.4% | +19.7% | +7.5% |
| 3M | -8.3% | +10.8% | -19.1% | -11.9% |
| 6M | -1.3% | +56.9% | -58.3% | -15.1% |
| YTD | +13.5% | +136.8% | -123.3% | -15.3% |
| 1Y | +18.4% | +120.7% | -102.3% | -9.8% |
| 3Y | +69.6% | +231.9% | -162.3% | +10.3% |
| 5Y | +23.3% | +479.0% | -455.7% | -36.8% |
| All | +143.5% | +790.8% | -647.2% | -1.8% |
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 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