+763.2%
IWM vs VSH
-8.8%
+771.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +1.4% | -2.1% | -1.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.1% |
| 30D | +0.6% | -21.3% | +21.9% | +7.2% |
| 3M | -6.2% | -18.9% | +12.7% | -2.0% |
| 6M | -0.8% | -21.4% | +20.7% | -0.7% |
| YTD | +14.8% | +86.8% | -72.1% | -16.9% |
| 1Y | +16.1% | +85.8% | -69.6% | -15.9% |
| 3Y | +71.5% | +30.1% | +41.4% | +33.8% |
| 5Y | +25.8% | +42.8% | -17.1% | -6.2% |
| 10Y | +155.4% | +121.2% | +34.2% | +57.3% |
| All | +763.2% | -8.8% | +771.9% | +323.9% |
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