+25.0%
IWM vs VLO
+149.2%
-124.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.3% | -3.7% | -0.4% |
| 7D | +1.4% | +5.8% | -4.4% | +1.5% |
| 30D | -2.3% | +28.3% | -30.6% | -1.9% |
| 3M | +4.0% | +48.7% | -44.8% | +4.5% |
| 6M | +17.9% | +71.9% | -54.0% | +16.9% |
| YTD | +20.2% | +138.7% | -118.5% | +13.0% |
| 1Y | +25.0% | +148.5% | -123.5% | +17.6% |
| All | +25.0% | +149.2% | -124.3% | +17.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling