+165.3%
IWM vs VTR
+100.2%
+65.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -1.4% |
| 7D | -2.5% | -1.8% | -0.7% | -2.0% |
| 30D | -4.4% | +4.0% | -8.4% | -5.7% |
| 3M | +2.2% | +7.8% | -5.6% | -0.7% |
| 6M | +14.0% | +6.4% | +7.7% | +10.9% |
| YTD | +17.4% | +18.3% | -1.0% | +10.1% |
| 1Y | +22.9% | +33.9% | -11.0% | +10.3% |
| 3Y | +62.1% | +134.3% | -72.3% | +18.6% |
| 5Y | +38.2% | +90.3% | -52.1% | +7.0% |
| All | +165.3% | +100.2% | +65.1% | +78.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTR.
Daily Out/Under-Performance
Portfolio return minus VTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTR 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 VTR 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