+37.9%
IWM vs VTEB
+1.2%
+36.7%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | 0.0% |
| 7D | -2.4% | -0.9% | -1.5% | -1.3% |
| 30D | -4.6% | -2.5% | -2.1% | -1.5% |
| 3M | -0.3% | -3.0% | +2.7% | +3.5% |
| 6M | +14.7% | -2.1% | +16.9% | +18.0% |
| YTD | +17.8% | -1.5% | +19.3% | +20.3% |
| 1Y | +21.2% | +0.2% | +21.1% | +21.5% |
| 3Y | +62.3% | +8.6% | +53.8% | +46.7% |
| All | +37.9% | +1.2% | +36.7% | +16.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling