+20.7%
IWM vs VMC
+40.0%
-19.3%
-31.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.0% | +2.0% | +1.5% |
| 7D | -2.0% | +0.5% | -2.5% | -2.3% |
| 30D | -1.5% | +15.8% | -17.3% | -8.9% |
| 3M | -8.0% | +0.6% | -8.6% | -8.6% |
| 6M | -4.1% | -4.0% | -0.1% | -3.1% |
| YTD | +11.9% | -0.3% | +12.2% | +9.3% |
| 1Y | +15.0% | -0.5% | +15.5% | +12.4% |
| 3Y | +64.2% | +39.6% | +24.6% | +28.5% |
| All | +20.7% | +40.0% | -19.3% | -10.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling