+169.2%
IWM vs VT
+224.5%
-55.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.1% | +0.4% | -0.4% | -0.4% |
| 30D | -1.3% | +1.0% | -2.2% | -2.4% |
| 3M | +1.6% | +2.4% | -0.8% | -1.3% |
| 6M | +13.6% | +12.0% | +1.6% | -0.8% |
| YTD | +20.8% | +15.3% | +5.4% | +1.9% |
| 1Y | +26.4% | +22.6% | +3.8% | -0.6% |
| 3Y | +60.7% | +74.7% | -14.0% | -15.9% |
| 5Y | +38.2% | +66.1% | -28.0% | -22.7% |
| All | +169.2% | +224.5% | -55.3% | -28.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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