+18.9%
IWM vs VWO
+5.9%
+13.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.7% | -0.2% | +0.3% |
| 7D | +1.0% | -1.3% | +2.3% | +1.9% |
| 30D | +0.2% | -7.1% | +7.4% | +5.9% |
| 3M | -5.6% | -6.1% | +0.5% | -1.2% |
| 6M | +2.7% | -3.9% | +6.6% | +5.4% |
| YTD | +16.2% | +5.0% | +11.2% | +8.7% |
| 1Y | +18.9% | +6.0% | +13.0% | +10.2% |
| All | +18.9% | +5.9% | +13.1% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VWO.
Daily Out/Under-Performance
Portfolio return minus VWO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VWO 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 VWO 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