+166.9%
IWM vs VO
+192.5%
-25.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.2% |
| 7D | +1.4% | +0.6% | +0.8% | +0.7% |
| 30D | -2.3% | -1.1% | -1.2% | -1.1% |
| 3M | +4.0% | +4.5% | -0.6% | -1.1% |
| 6M | +17.9% | +11.1% | +6.9% | +5.0% |
| YTD | +20.2% | +13.5% | +6.7% | +4.5% |
| 1Y | +25.0% | +14.5% | +10.5% | +7.8% |
| 3Y | +66.0% | +58.1% | +7.9% | +1.4% |
| 5Y | +40.0% | +43.3% | -3.2% | -4.3% |
| 10Y | +166.9% | +193.2% | -26.3% | -16.7% |
| All | +166.9% | +192.5% | -25.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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