+23.8%
IWM vs VTV
+77.3%
-53.6%
-30.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.6% |
| 7D | +1.4% | +2.9% | -1.5% | -2.4% |
| 30D | +2.3% | +3.8% | -1.5% | -2.7% |
| 3M | -8.3% | +1.6% | -9.9% | -10.2% |
| 6M | -1.3% | +11.2% | -12.5% | -14.6% |
| YTD | +13.5% | +22.0% | -8.5% | -13.2% |
| 1Y | +18.4% | +24.9% | -6.5% | -12.3% |
| 3Y | +69.6% | +78.5% | -8.8% | -21.1% |
| All | +23.8% | +77.3% | -53.6% | -41.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling