+584.6%
IWM vs VTV
+715.1%
-130.5%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | +0.5% |
| 7D | +1.4% | +0.3% | +1.1% | +1.1% |
| 30D | -2.3% | +0.1% | -2.4% | -2.4% |
| 3M | +4.0% | +6.2% | -2.2% | -2.9% |
| 6M | +17.9% | +13.5% | +4.5% | +2.4% |
| YTD | +20.2% | +18.9% | +1.4% | -0.9% |
| 1Y | +25.0% | +25.8% | -0.8% | -3.2% |
| 3Y | +66.0% | +68.7% | -2.8% | -6.3% |
| 5Y | +40.0% | +80.3% | -40.3% | -25.6% |
| 10Y | +166.9% | +226.3% | -59.5% | -25.6% |
| All | +584.6% | +715.1% | -130.5% | -33.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling