+36.3%
IWMY vs VT
+82.8%
-46.5%
-18.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | -0.5% |
| 7D | -0.7% | -0.7% | 0.0% | 0.0% |
| 30D | +0.7% | -1.7% | +2.5% | +2.3% |
| 3M | -6.9% | -2.3% | -4.6% | -4.9% |
| 6M | -2.4% | +1.5% | -3.9% | -3.7% |
| YTD | +8.9% | +12.0% | -3.2% | -1.2% |
| 1Y | +6.5% | +12.9% | -6.4% | -3.9% |
| 3Y | +37.1% | +74.9% | -37.9% | -11.1% |
| All | +36.3% | +82.8% | -46.5% | -13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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