+166.4%
IWM vs VTV
+234.5%
-68.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | -2.4% | -1.1% | -1.3% | -1.1% |
| 30D | -4.6% | -1.0% | -3.5% | -3.4% |
| 3M | -0.3% | +4.6% | -4.9% | -5.5% |
| 6M | +14.7% | +13.5% | +1.2% | -1.0% |
| YTD | +17.8% | +18.5% | -0.7% | -3.3% |
| 1Y | +21.2% | +22.9% | -1.7% | -4.5% |
| 3Y | +62.3% | +67.8% | -5.5% | -9.6% |
| 5Y | +38.7% | +81.8% | -43.1% | -28.5% |
| All | +166.4% | +234.5% | -68.2% | -30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VTV.
Daily Out/Under-Performance
Portfolio return minus VTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTV 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 VTV 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