+763.2%
IWM vs VRSN
+203.3%
+559.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.7% | -2.4% | -1.1% |
| 7D | +0.3% | -0.9% | +1.2% | +0.5% |
| 30D | +0.6% | +2.4% | -1.8% | 0.0% |
| 3M | -6.2% | +6.4% | -12.6% | -7.8% |
| 6M | -0.8% | +8.6% | -9.3% | -3.5% |
| YTD | +14.8% | +29.3% | -14.5% | +6.1% |
| 1Y | +16.1% | +27.2% | -11.0% | +7.8% |
| 3Y | +71.5% | +52.8% | +18.7% | +50.5% |
| 5Y | +25.8% | +36.7% | -11.0% | +13.1% |
| 10Y | +155.4% | +290.8% | -135.4% | +77.4% |
| All | +763.2% | +203.3% | +559.9% | +334.4% |
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