+66.4%
IWM vs VLO
+199.9%
-133.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +5.2% | -5.1% | -0.9% |
| 30D | -1.3% | +22.6% | -23.9% | -5.1% |
| 3M | +1.6% | +43.8% | -42.2% | -5.6% |
| 6M | +13.6% | +65.7% | -52.2% | +1.1% |
| YTD | +20.8% | +131.1% | -110.3% | -2.4% |
| 1Y | +26.4% | +143.6% | -117.2% | +0.1% |
| All | +66.4% | +199.9% | -133.5% | +17.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling