+169.9%
IWM vs VST
+1,175.7%
-1,005.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.2% | -0.6% |
| 7D | +0.1% | +8.9% | -8.8% | -1.9% |
| 30D | -1.3% | +6.2% | -7.5% | -2.7% |
| 3M | +1.6% | -2.7% | +4.3% | +1.7% |
| 6M | +13.6% | -8.4% | +21.9% | +14.5% |
| YTD | +20.8% | -7.2% | +28.0% | +20.6% |
| 1Y | +26.4% | -20.9% | +47.3% | +30.0% |
| 3Y | +60.7% | +384.0% | -323.3% | -13.6% |
| 5Y | +38.2% | +757.1% | -718.9% | -40.0% |
| All | +169.9% | +1,175.7% | -1,005.8% | +0.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling