+590.3%
IWM vs VNQ
+392.1%
+198.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.1% | -0.4% | -0.4% |
| 7D | +1.4% | -0.4% | +1.8% | +1.6% |
| 30D | -2.3% | -2.5% | +0.3% | -0.7% |
| 3M | +4.0% | +1.4% | +2.6% | +2.8% |
| 6M | +17.9% | +4.6% | +13.4% | +14.3% |
| YTD | +20.2% | +10.5% | +9.7% | +12.4% |
| 1Y | +25.0% | +8.4% | +16.6% | +18.3% |
| 3Y | +66.0% | +32.4% | +33.6% | +38.5% |
| 5Y | +40.0% | +5.5% | +34.6% | +35.1% |
| 10Y | +166.9% | +59.1% | +107.8% | +99.1% |
| All | +590.3% | +392.1% | +198.3% | +135.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling