+39.1%
IWM vs VRT
+900.3%
-861.1%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.1% | -0.5% |
| 7D | +0.1% | +9.1% | -9.0% | -1.5% |
| 30D | -1.3% | +0.9% | -2.2% | -1.6% |
| 3M | +1.6% | -13.4% | +15.0% | +3.1% |
| 6M | +13.6% | +11.7% | +1.9% | +9.2% |
| YTD | +20.8% | +73.2% | -52.5% | +5.9% |
| 1Y | +26.4% | +123.4% | -97.0% | +4.8% |
| 3Y | +60.7% | +606.2% | -545.5% | -2.1% |
| All | +39.1% | +900.3% | -861.1% | -28.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling