+40.7%
IWM vs VMC
+55.0%
-14.3%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.6% | -0.2% |
| 7D | +0.1% | -4.3% | +4.4% | +2.3% |
| 30D | -1.3% | -8.2% | +7.0% | +3.1% |
| 3M | +1.6% | -7.0% | +8.7% | +4.6% |
| 6M | +13.6% | -10.8% | +24.3% | +19.1% |
| YTD | +20.8% | -7.4% | +28.1% | +22.9% |
| 1Y | +26.4% | -9.5% | +35.9% | +30.1% |
| 3Y | +60.7% | +20.5% | +40.2% | +37.8% |
| All | +40.7% | +55.0% | -14.3% | +2.6% |
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