+161.6%
IWM vs VT
+215.5%
-53.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.2% | +0.8% | +0.7% |
| 7D | -2.0% | -2.3% | +0.3% | +0.7% |
| 30D | -1.5% | -5.0% | +3.5% | +4.6% |
| 3M | -8.0% | -4.9% | -3.1% | -2.4% |
| 6M | -4.1% | -1.5% | -2.6% | -2.4% |
| YTD | +11.9% | +8.5% | +3.4% | +1.5% |
| 1Y | +15.0% | +11.4% | +3.6% | +1.2% |
| 3Y | +64.2% | +70.1% | -5.9% | -11.4% |
| 5Y | +20.4% | +53.7% | -33.3% | -26.3% |
| All | +161.6% | +215.5% | -53.9% | -25.1% |
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