+38.4%
IWM vs VSXY
+37.5%
+0.9%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.1% | -2.7% | 0.0% |
| 7D | -2.4% | +0.1% | -2.5% | -2.4% |
| 30D | -4.6% | -18.7% | +14.1% | -1.9% |
| 3M | -0.3% | -4.0% | +3.7% | -0.3% |
| 6M | +14.7% | +67.5% | -52.7% | +3.2% |
| YTD | +17.8% | +39.7% | -21.8% | +8.5% |
| 1Y | +21.2% | +180.0% | -158.8% | -1.4% |
| 3Y | +62.3% | +337.3% | -274.9% | +13.9% |
| 5Y | +38.7% | +22.7% | +16.1% | +14.4% |
| All | +38.4% | +37.5% | +0.9% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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