+63.3%
IWM vs VSXY
+353.1%
-289.8%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.5% | +2.1% | -0.9% |
| 7D | -1.1% | -10.7% | +9.6% | +0.1% |
| 30D | -3.1% | -24.3% | +21.1% | 0.0% |
| 3M | +2.2% | +1.0% | +1.2% | +1.6% |
| 6M | +15.1% | +57.4% | -42.3% | +6.0% |
| YTD | +18.6% | +39.8% | -21.2% | +10.6% |
| 1Y | +24.0% | +196.5% | -172.5% | +2.9% |
| All | +63.3% | +353.1% | -289.8% | +22.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling