+808.3%
IWM vs VRSN
+184.7%
+623.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | +0.1% | +0.1% | 0.0% | +0.1% |
| 30D | -1.3% | -0.2% | -1.1% | -1.3% |
| 3M | +1.6% | -0.3% | +1.9% | +1.2% |
| 6M | +13.6% | +23.0% | -9.4% | +6.8% |
| YTD | +20.8% | +21.3% | -0.6% | +13.6% |
| 1Y | +26.4% | +6.7% | +19.7% | +22.7% |
| 3Y | +60.7% | +45.0% | +15.7% | +43.0% |
| 5Y | +38.2% | +35.0% | +3.2% | +24.7% |
| 10Y | +169.5% | +276.3% | -106.9% | +89.1% |
| All | +808.3% | +184.7% | +623.5% | +365.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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