+61.7%
IWM vs VWO
+61.8%
-0.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.5% | +0.5% | +0.2% |
| 7D | -2.5% | -1.7% | -0.8% | -1.1% |
| 30D | -4.4% | -0.3% | -4.1% | -4.2% |
| 3M | +2.2% | +4.0% | -1.7% | -1.2% |
| 6M | +14.0% | +8.1% | +5.9% | +6.5% |
| YTD | +17.4% | +11.6% | +5.7% | +6.5% |
| 1Y | +22.9% | +16.2% | +6.7% | +7.8% |
| All | +61.7% | +61.8% | -0.1% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling