+25.7%
IWM vs VSH
+111.3%
-85.6%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.0% | +0.6% | -0.3% |
| 7D | +1.4% | +6.2% | -4.8% | +0.4% |
| 30D | -2.3% | -11.1% | +8.8% | -0.5% |
| 3M | +4.0% | -44.9% | +48.9% | +14.1% |
| 6M | +17.9% | +90.0% | -72.0% | -7.8% |
| YTD | +20.2% | +118.8% | -98.6% | -10.9% |
| All | +25.7% | +111.3% | -85.6% | -7.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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