+143.5%
IWM vs VTR
+130.3%
+13.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.1% |
| 7D | +1.4% | +0.2% | +1.2% | +1.4% |
| 30D | +2.3% | +5.5% | -3.2% | +0.4% |
| 3M | -8.3% | -0.9% | -7.4% | -8.2% |
| 6M | -1.3% | -0.4% | -0.9% | -2.0% |
| YTD | +13.5% | +17.0% | -3.5% | +6.6% |
| 1Y | +18.4% | +18.0% | +0.4% | +10.8% |
| 3Y | +69.6% | +127.4% | -57.8% | +25.0% |
| 5Y | +23.3% | +92.3% | -69.0% | -5.1% |
| All | +143.5% | +130.3% | +13.2% | +58.5% |
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