+66.0%
IWM vs VMC
+22.8%
+43.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.2% | +0.3% |
| 7D | +1.4% | -0.5% | +1.9% | +1.6% |
| 30D | -2.3% | -9.1% | +6.8% | +1.8% |
| 3M | +4.0% | -4.1% | +8.1% | +5.0% |
| 6M | +17.9% | -5.5% | +23.5% | +19.5% |
| YTD | +20.2% | -8.9% | +29.1% | +22.6% |
| 1Y | +25.0% | -12.9% | +37.9% | +30.3% |
| 3Y | +66.0% | +22.1% | +43.8% | +43.4% |
| All | +66.0% | +22.8% | +43.2% | +43.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling