+81.5%
IWM vs VRT
+1,742.5%
-1,661.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.5% | -2.5% | +0.3% |
| 7D | -2.0% | -21.4% | +19.3% | +2.6% |
| 30D | -1.5% | -25.8% | +24.4% | +4.0% |
| 3M | -8.0% | -33.5% | +25.5% | -1.1% |
| 6M | -4.1% | -49.0% | +44.9% | +7.6% |
| YTD | +11.9% | +12.9% | -1.0% | +3.2% |
| 1Y | +15.0% | 0.0% | +15.0% | +8.6% |
| 3Y | +64.2% | +361.8% | -297.6% | -3.8% |
| 5Y | +20.4% | +565.1% | -544.8% | -41.2% |
| All | +81.5% | +1,742.5% | -1,661.0% | -35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling