+18.9%
IWM vs VRT
+12.3%
+6.7%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -12.9% | +14.4% | +3.1% |
| 7D | +1.0% | -15.4% | +16.4% | +2.9% |
| 30D | +0.2% | -19.0% | +19.2% | +2.6% |
| 3M | -5.6% | -23.8% | +18.2% | -2.8% |
| 6M | +2.7% | -37.9% | +40.6% | +7.9% |
| YTD | +16.2% | +27.0% | -10.8% | +8.8% |
| 1Y | +18.9% | +13.8% | +5.2% | +13.4% |
| All | +18.9% | +12.3% | +6.7% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VRT.
Daily Out/Under-Performance
Portfolio return minus VRT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRT 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 1y: compounded portfolio wealth divided by compounded VRT 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…
1y analysis · Full analysis span regression · 6 months rolling