+808.3%
IWM vs VLO
+10,419.0%
-9,610.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +5.2% | -5.1% | -1.5% |
| 30D | -1.3% | +22.6% | -23.9% | -7.4% |
| 3M | +1.6% | +43.8% | -42.2% | -9.7% |
| 6M | +13.6% | +65.7% | -52.2% | -4.6% |
| YTD | +20.8% | +131.1% | -110.3% | -9.0% |
| 1Y | +26.4% | +143.6% | -117.2% | -6.8% |
| 3Y | +60.7% | +201.4% | -140.7% | +8.0% |
| 5Y | +38.2% | +568.9% | -530.7% | -31.3% |
| 10Y | +169.5% | +891.8% | -722.3% | +7.7% |
| All | +808.3% | +10,419.0% | -9,610.8% | +83.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling