+166.4%
IWM vs VTEB
+17.9%
+148.5%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.1% |
| 7D | -2.4% | -0.9% | -1.5% | -1.6% |
| 30D | -4.6% | -2.5% | -2.1% | -2.3% |
| 3M | -0.3% | -3.0% | +2.7% | +2.5% |
| 6M | +14.7% | -2.1% | +16.9% | +17.1% |
| YTD | +17.8% | -1.5% | +19.3% | +19.6% |
| 1Y | +21.2% | +0.2% | +21.1% | +21.3% |
| 3Y | +62.3% | +8.6% | +53.8% | +51.4% |
| 5Y | +38.7% | +1.2% | +37.5% | +36.3% |
| All | +166.4% | +17.9% | +148.5% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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