+587.7%
IWM vs VUG
+1,251.8%
-664.1%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VUG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.5% | +0.8% | +0.8% |
| 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% | -1.7% |
| YTD | +20.8% | +9.0% | +11.7% | +9.9% |
| 1Y | +26.4% | +14.9% | +11.5% | +9.0% |
| 3Y | +60.7% | +86.0% | -25.4% | -17.6% |
| 5Y | +38.2% | +76.7% | -38.5% | -27.1% |
| 10Y | +169.5% | +411.3% | -241.8% | -59.1% |
| All | +587.7% | +1,251.8% | -664.1% | -66.8% |
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