+161.6%
IWM vs VST
+1,112.0%
-950.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.6% | -9.6% | -1.4% |
| 7D | -2.0% | -9.8% | +7.8% | -0.2% |
| 30D | -1.5% | -25.1% | +23.7% | +4.6% |
| 3M | -8.0% | -11.6% | +3.6% | -6.5% |
| 6M | -4.1% | -20.9% | +16.8% | -0.6% |
| YTD | +11.9% | -22.3% | +34.2% | +15.2% |
| 1Y | +15.0% | -32.0% | +47.0% | +21.9% |
| 3Y | +64.2% | +262.4% | -198.2% | -5.8% |
| 5Y | +20.4% | +563.4% | -543.0% | -44.8% |
| All | +161.6% | +1,112.0% | -950.5% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VST.
Daily Out/Under-Performance
Portfolio return minus VST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VST 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 10y: compounded portfolio wealth divided by compounded VST 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…
10y analysis · Full analysis span regression · 6 months rolling