+165.3%
IWM vs VMC
+154.4%
+10.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | -2.5% | -3.7% | +1.2% | -0.9% |
| 30D | -4.4% | -12.8% | +8.3% | +1.4% |
| 3M | +2.2% | -7.9% | +10.2% | +5.4% |
| 6M | +14.0% | -7.5% | +21.5% | +16.9% |
| YTD | +17.4% | -11.6% | +29.0% | +22.1% |
| 1Y | +22.9% | -14.3% | +37.2% | +29.5% |
| 3Y | +62.1% | +18.5% | +43.6% | +46.2% |
| 5Y | +38.2% | +46.8% | -8.6% | +12.4% |
| All | +165.3% | +154.4% | +10.8% | +71.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling