+741.9%
IWM vs VLO
+9,730.4%
-8,988.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VLO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.4% | +2.4% | +1.4% |
| 7D | -2.0% | -13.3% | +11.3% | +2.2% |
| 30D | -1.5% | -18.3% | +16.9% | +4.2% |
| 3M | -8.0% | +14.3% | -22.3% | -12.7% |
| 6M | -4.1% | +47.6% | -51.7% | -16.5% |
| YTD | +11.9% | +116.0% | -104.0% | -14.7% |
| 1Y | +15.0% | +101.0% | -86.0% | -10.5% |
| 3Y | +64.2% | +199.0% | -134.8% | +9.9% |
| 5Y | +20.4% | +419.0% | -398.7% | -35.5% |
| 10Y | +168.0% | +778.2% | -610.2% | +10.4% |
| All | +741.9% | +9,730.4% | -8,988.5% | +72.0% |
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