+159.0%
IWM vs VT
+214.8%
-55.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.1% | -0.5% | +0.2% |
| 7D | -4.6% | -4.2% | -0.4% | +0.3% |
| 30D | -3.7% | -5.8% | +2.1% | +3.3% |
| 3M | -9.4% | -5.2% | -4.1% | -3.4% |
| 6M | -3.6% | +0.1% | -3.7% | -3.9% |
| YTD | +10.8% | +8.2% | +2.6% | +0.8% |
| 1Y | +11.9% | +10.1% | +1.8% | -0.2% |
| 3Y | +60.6% | +69.7% | -9.1% | -13.1% |
| 5Y | +19.2% | +53.4% | -34.2% | -26.8% |
| All | +159.0% | +214.8% | -55.8% | -25.7% |
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