+37.9%
IWM vs VTR
+87.5%
-49.6%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.6% |
| 7D | -2.4% | -0.3% | -2.1% | -2.3% |
| 30D | -4.6% | +1.1% | -5.7% | -4.9% |
| 3M | -0.3% | +7.9% | -8.2% | -3.5% |
| 6M | +14.7% | +6.2% | +8.6% | +11.3% |
| YTD | +17.8% | +17.7% | +0.1% | +9.9% |
| 1Y | +21.2% | +32.9% | -11.7% | +7.4% |
| 3Y | +62.3% | +129.7% | -67.3% | +10.8% |
| All | +37.9% | +87.5% | -49.6% | -0.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling