+166.4%
IWM vs VYM
+209.2%
-42.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.7% | -0.3% | -0.4% |
| 7D | -2.4% | -0.8% | -1.6% | -1.5% |
| 30D | -4.6% | -2.2% | -2.3% | -1.9% |
| 3M | -0.3% | +3.1% | -3.4% | -3.8% |
| 6M | +14.7% | +9.7% | +5.0% | +2.9% |
| YTD | +17.8% | +14.9% | +3.0% | +0.1% |
| 1Y | +21.2% | +17.6% | +3.7% | +0.4% |
| 3Y | +62.3% | +65.3% | -3.0% | -8.6% |
| 5Y | +38.7% | +78.7% | -40.0% | -27.6% |
| All | +166.4% | +209.2% | -42.8% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 10y: compounded portfolio wealth divided by compounded VYM 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…
10y analysis · Full analysis span regression · 6 months rolling