+741.9%
IWM vs VSH
-20.7%
+762.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +5.7% | -4.7% | -0.9% |
| 7D | -2.0% | -12.9% | +10.9% | +2.1% |
| 30D | -1.5% | -36.9% | +35.4% | +13.3% |
| 3M | -8.0% | -28.8% | +20.8% | +0.4% |
| 6M | -4.1% | -30.3% | +26.2% | 0.0% |
| YTD | +11.9% | +62.4% | -50.4% | -14.8% |
| 1Y | +15.0% | +62.5% | -47.5% | -12.7% |
| 3Y | +64.2% | +7.4% | +56.8% | +37.0% |
| 5Y | +20.4% | +25.4% | -5.0% | -6.0% |
| 10Y | +168.0% | +102.6% | +65.3% | +70.4% |
| All | +741.9% | -20.7% | +762.6% | +334.5% |
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