+18.9%
IWM vs VMC
+3.7%
+15.3%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +4.6% | -3.1% | +0.3% |
| 7D | +1.0% | +12.3% | -11.4% | -2.3% |
| 30D | +0.2% | +21.2% | -21.0% | -5.1% |
| 3M | -5.6% | +4.6% | -10.2% | -6.9% |
| 6M | +2.7% | +3.9% | -1.1% | +1.0% |
| YTD | +16.2% | +5.0% | +11.2% | +10.3% |
| 1Y | +18.9% | +2.6% | +16.3% | +14.2% |
| All | +18.9% | +3.7% | +15.3% | +14.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 VMC 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