+166.4%
IWM vs VRSK
+126.1%
+40.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.2% | +0.3% |
| 7D | -2.4% | -5.2% | +2.8% | -0.5% |
| 30D | -4.6% | -2.3% | -2.2% | -4.0% |
| 3M | -0.3% | -2.9% | +2.6% | -0.4% |
| 6M | +14.7% | -12.8% | +27.5% | +18.9% |
| YTD | +17.8% | -20.8% | +38.7% | +26.7% |
| 1Y | +21.2% | -33.2% | +54.4% | +40.5% |
| 3Y | +62.3% | -26.6% | +88.9% | +73.9% |
| 5Y | +38.7% | -11.3% | +50.1% | +31.0% |
| All | +166.4% | +126.1% | +40.3% | +54.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 VRSK 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