+209.3%
IWM vs VTEB
+26.6%
+182.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.4% | -0.4% |
| 7D | +1.4% | -0.2% | +1.6% | +1.6% |
| 30D | -2.3% | -1.6% | -0.7% | -1.0% |
| 3M | +4.0% | -2.0% | +5.9% | +5.7% |
| 6M | +17.9% | -1.7% | +19.6% | +19.7% |
| YTD | +20.2% | -0.6% | +20.8% | +20.9% |
| 1Y | +25.0% | +1.8% | +23.1% | +23.4% |
| 3Y | +66.0% | +9.6% | +56.4% | +54.8% |
| 5Y | +40.0% | +2.1% | +38.0% | +36.6% |
| 10Y | +166.9% | +18.9% | +147.9% | +197.9% |
| All | +209.3% | +26.6% | +182.7% | +308.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling