+537.4%
IWM vs VUG
+1,157.1%
-619.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.9% | +0.1% | +0.1% |
| 7D | -2.0% | -3.4% | +1.4% | +1.4% |
| 30D | -1.5% | -11.1% | +9.6% | +10.6% |
| 3M | -8.0% | -7.2% | -0.8% | -1.1% |
| 6M | -4.1% | -4.1% | 0.0% | -0.7% |
| YTD | +11.9% | +1.4% | +10.5% | +9.2% |
| 1Y | +15.0% | +1.9% | +13.1% | +11.6% |
| 3Y | +64.2% | +77.7% | -13.5% | -12.1% |
| 5Y | +20.4% | +57.6% | -37.2% | -28.6% |
| 10Y | +168.0% | +398.6% | -230.6% | -58.8% |
| All | +537.4% | +1,157.1% | -619.6% | -67.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling