+15.0%
IWM vs VRT
-4.2%
+19.2%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.5% |
| 7D | -2.0% | -21.4% | +19.3% | +0.7% |
| 30D | -1.5% | -25.8% | +24.4% | +1.9% |
| 3M | -8.0% | -33.5% | +25.5% | -3.7% |
| 6M | -4.1% | -49.0% | +44.9% | +3.4% |
| YTD | +11.9% | +12.9% | -1.0% | +6.9% |
| 1Y | +15.0% | 0.0% | +15.0% | +12.0% |
| All | +15.0% | -4.2% | +19.2% | +12.0% |
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