+143.5%
IWM vs VUG
+398.3%
-254.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.4% |
| 7D | +1.4% | +2.5% | -1.1% | -0.7% |
| 30D | +2.3% | -6.3% | +8.5% | +7.8% |
| 3M | -8.3% | -6.0% | -2.3% | -3.6% |
| 6M | -1.3% | -3.5% | +2.2% | +1.2% |
| YTD | +13.5% | +3.9% | +9.6% | +9.2% |
| 1Y | +18.4% | +5.1% | +13.3% | +12.8% |
| 3Y | +69.6% | +77.9% | -8.3% | +1.8% |
| 5Y | +23.3% | +62.4% | -39.1% | -20.6% |
| All | +143.5% | +398.3% | -254.7% | -48.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VUG.
Daily Out/Under-Performance
Portfolio return minus VUG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VUG 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 VUG 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