+424.1%
IWM vs VT
+363.9%
+60.2%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | -0.3% |
| 7D | +1.0% | -0.3% | +1.3% | +1.3% |
| 30D | +0.2% | -1.4% | +1.7% | +1.8% |
| 3M | -5.6% | -1.4% | -4.2% | -4.2% |
| 6M | +2.7% | +5.5% | -2.7% | -3.0% |
| YTD | +16.2% | +12.8% | +3.3% | +2.2% |
| 1Y | +18.9% | +15.4% | +3.5% | +2.3% |
| 3Y | +68.3% | +76.9% | -8.6% | -6.7% |
| 5Y | +26.7% | +60.4% | -33.8% | -21.4% |
| 10Y | +178.1% | +232.8% | -54.7% | -15.3% |
| All | +424.1% | +363.9% | +60.2% | +16.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling