+528.8%
IWM vs VWO
+328.1%
+200.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VWO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.7% | -0.5% | -0.2% |
| 7D | +0.1% | +1.1% | -1.0% | -0.7% |
| 30D | -1.3% | +2.4% | -3.6% | -2.9% |
| 3M | +1.6% | +2.0% | -0.4% | +0.1% |
| 6M | +13.6% | +10.7% | +2.9% | +5.7% |
| YTD | +20.8% | +14.4% | +6.3% | +9.8% |
| 1Y | +26.4% | +22.7% | +3.7% | +9.5% |
| 3Y | +60.7% | +64.2% | -3.5% | +13.8% |
| 5Y | +38.2% | +35.8% | +2.4% | +11.5% |
| 10Y | +169.5% | +114.7% | +54.8% | +59.5% |
| All | +528.8% | +328.1% | +200.7% | +114.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling