+166.4%
IWM vs VNQ
+64.0%
+102.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.2% |
| 7D | -2.4% | -1.3% | -1.1% | -1.4% |
| 30D | -4.6% | -2.6% | -2.0% | -2.6% |
| 3M | -0.3% | -2.0% | +1.7% | +1.0% |
| 6M | +14.7% | +4.3% | +10.4% | +10.4% |
| YTD | +17.8% | +9.2% | +8.6% | +9.2% |
| 1Y | +21.2% | +5.6% | +15.6% | +15.4% |
| 3Y | +62.3% | +30.8% | +31.5% | +29.7% |
| 5Y | +38.7% | +8.0% | +30.7% | +28.8% |
| All | +166.4% | +64.0% | +102.3% | +84.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VNQ.
Daily Out/Under-Performance
Portfolio return minus VNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VNQ 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 VNQ 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