+155.4%
IWM vs VMC
+136.9%
+18.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | +0.1% | -0.4% |
| 7D | +0.3% | +1.1% | -0.9% | -0.2% |
| 30D | +0.6% | +17.7% | -17.1% | -6.6% |
| 3M | -6.2% | +1.1% | -7.3% | -7.0% |
| 6M | -0.8% | +1.8% | -2.6% | -2.5% |
| YTD | +14.8% | +1.5% | +13.3% | +12.0% |
| 1Y | +16.1% | -1.1% | +17.3% | +14.7% |
| 3Y | +71.5% | +38.8% | +32.8% | +44.0% |
| 5Y | +25.8% | +49.6% | -23.8% | +0.7% |
| 10Y | +155.4% | +130.6% | +24.8% | +61.3% |
| All | +155.4% | +136.9% | +18.5% | +61.3% |
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