-3.6%
IWM vs VST
-30.5%
+26.9%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -6.2% | +1.6% | -3.9% |
| 7D | -4.6% | -19.9% | +15.3% | -2.5% |
| 30D | -3.7% | -29.7% | +26.0% | 0.0% |
| 3M | -9.4% | -19.6% | +10.2% | -8.1% |
| 6M | -3.6% | -29.4% | +25.8% | -0.9% |
| All | -3.6% | -30.5% | +26.9% | -0.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling