+166.9%
IWM vs VUG
+408.5%
-241.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.1% |
| 7D | +1.4% | +0.9% | +0.6% | +0.7% |
| 30D | -2.3% | -1.4% | -0.9% | -1.1% |
| 3M | +4.0% | +2.3% | +1.6% | +1.7% |
| 6M | +17.9% | +15.7% | +2.3% | +3.9% |
| YTD | +20.2% | +8.6% | +11.6% | +11.6% |
| 1Y | +25.0% | +14.1% | +10.9% | +11.3% |
| 3Y | +66.0% | +87.9% | -21.9% | -4.9% |
| 5Y | +40.0% | +76.3% | -36.3% | -16.1% |
| 10Y | +166.9% | +409.7% | -242.8% | -44.2% |
| All | +166.9% | +408.5% | -241.7% | -44.2% |
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