+808.3%
IWM vs VSH
+8.0%
+800.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.4% | -4.2% | -1.2% |
| 7D | +0.1% | +4.1% | -4.0% | -1.3% |
| 30D | -1.3% | -4.2% | +2.9% | -0.3% |
| 3M | +1.6% | -50.0% | +51.6% | +24.0% |
| 6M | +13.6% | +80.2% | -66.6% | -13.8% |
| YTD | +20.8% | +121.1% | -100.3% | -15.4% |
| 1Y | +26.4% | +112.0% | -85.6% | -10.8% |
| 3Y | +60.7% | +22.5% | +38.2% | +31.4% |
| 5Y | +38.2% | +64.0% | -25.9% | +0.7% |
| 10Y | +169.5% | +170.4% | -0.9% | +58.8% |
| All | +808.3% | +8.0% | +800.3% | +331.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling