+39.1%
IWM vs VUG
+76.6%
-37.5%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.7% |
| 7D | +0.1% | -0.1% | +0.2% | +0.2% |
| 30D | -1.3% | -0.3% | -0.9% | -1.0% |
| 3M | +1.6% | -0.7% | +2.3% | +1.9% |
| 6M | +13.6% | +14.6% | -1.1% | +1.8% |
| YTD | +20.8% | +9.0% | +11.7% | +12.5% |
| 1Y | +26.4% | +14.9% | +11.5% | +13.0% |
| 3Y | +60.7% | +86.0% | -25.4% | -2.5% |
| All | +39.1% | +76.6% | -37.5% | -12.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling