+390.1%
IWM vs VYM
+492.8%
-102.7%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.8% |
| 7D | +0.1% | 0.0% | +0.1% | +0.1% |
| 30D | -1.3% | -0.5% | -0.7% | -0.6% |
| 3M | +1.6% | +3.0% | -1.4% | -1.9% |
| 6M | +13.6% | +8.2% | +5.3% | +3.6% |
| YTD | +20.8% | +15.8% | +4.9% | +1.6% |
| 1Y | +26.4% | +20.8% | +5.6% | +1.3% |
| 3Y | +60.7% | +65.3% | -4.6% | -9.9% |
| 5Y | +38.2% | +76.6% | -38.4% | -27.5% |
| 10Y | +169.5% | +203.9% | -34.4% | -24.5% |
| All | +390.1% | +492.8% | -102.7% | -35.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling