+19.2%
IWM vs VST
+515.1%
-495.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.2% | +1.6% | -3.5% |
| 7D | -4.6% | -19.9% | +15.3% | -1.0% |
| 30D | -3.7% | -29.7% | +26.0% | +2.1% |
| 3M | -9.4% | -19.6% | +10.2% | -6.5% |
| 6M | -3.6% | -29.4% | +25.8% | +1.3% |
| YTD | +10.8% | -29.7% | +40.5% | +15.6% |
| 1Y | +11.9% | -40.0% | +51.9% | +20.0% |
| 3Y | +60.6% | +231.0% | -170.4% | -1.4% |
| 5Y | +19.2% | +500.1% | -480.8% | -42.2% |
| All | +19.2% | +515.1% | -495.9% | -42.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling