+25.0%
IWM vs VUG
+14.2%
+10.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.4% | -0.1% | -0.2% |
| 7D | +1.4% | +0.9% | +0.6% | +0.8% |
| 30D | -2.3% | -1.4% | -0.9% | -1.2% |
| 3M | +4.0% | +2.3% | +1.6% | +2.0% |
| 6M | +17.9% | +15.7% | +2.3% | +4.6% |
| YTD | +20.2% | +8.6% | +11.6% | +11.7% |
| 1Y | +25.0% | +14.1% | +10.9% | +12.2% |
| All | +25.0% | +14.2% | +10.8% | +12.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling