+24.0%
IWM vs VMC
-15.3%
+39.3%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -0.4% |
| 7D | -1.1% | -5.3% | +4.2% | +0.5% |
| 30D | -3.1% | -12.3% | +9.1% | +0.6% |
| 3M | +2.2% | -10.3% | +12.5% | +5.0% |
| 6M | +15.1% | -8.6% | +23.6% | +17.0% |
| YTD | +18.6% | -11.9% | +30.4% | +18.9% |
| 1Y | +24.0% | -13.9% | +37.9% | +25.8% |
| All | +24.0% | -15.3% | +39.3% | +25.8% |
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