+546.4%
IWM vs VTV
+736.6%
-190.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.6% |
| 7D | +1.4% | +2.9% | -1.5% | -1.8% |
| 30D | +2.3% | +3.8% | -1.5% | -1.9% |
| 3M | -8.3% | +1.6% | -9.9% | -9.9% |
| 6M | -1.3% | +11.2% | -12.5% | -12.4% |
| YTD | +13.5% | +22.0% | -8.5% | -9.1% |
| 1Y | +18.4% | +24.9% | -6.5% | -7.6% |
| 3Y | +69.6% | +78.5% | -8.8% | -10.2% |
| 5Y | +23.3% | +77.8% | -54.5% | -33.6% |
| 10Y | +147.0% | +231.1% | -84.1% | -32.3% |
| All | +546.4% | +736.6% | -190.1% | -39.3% |
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 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