+155.4%
IWM vs VST
+1,174.0%
-1,018.6%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.0% | +1.4% | -0.2% |
| 7D | +0.3% | -6.0% | +6.3% | +1.2% |
| 30D | +0.6% | -18.8% | +19.4% | +4.8% |
| 3M | -6.2% | -8.0% | +1.8% | -5.5% |
| 6M | -0.8% | -10.9% | +10.2% | +0.1% |
| YTD | +14.8% | -18.3% | +33.1% | +16.7% |
| 1Y | +16.1% | -29.9% | +46.1% | +22.3% |
| 3Y | +71.5% | +290.3% | -218.8% | -3.6% |
| 5Y | +25.8% | +635.3% | -609.5% | -44.0% |
| 10Y | +155.4% | +1,162.4% | -1,006.9% | -4.6% |
| All | +155.4% | +1,174.0% | -1,018.6% | -4.6% |
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