+15.0%
IWM vs VST
-31.4%
+46.4%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +10.6% | -9.6% | -0.3% |
| 7D | -2.0% | -9.8% | +7.8% | -1.1% |
| 30D | -1.5% | -25.1% | +23.7% | +1.9% |
| 3M | -8.0% | -11.6% | +3.6% | -7.3% |
| 6M | -4.1% | -20.9% | +16.8% | -2.4% |
| YTD | +11.9% | -22.3% | +34.2% | +13.3% |
| 1Y | +15.0% | -32.0% | +47.0% | +18.6% |
| All | +15.0% | -31.4% | +46.4% | +18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling