+713.3%
IWB vs VT
+374.2%
+339.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | +0.1% | +0.4% | -0.4% | -0.3% |
| 30D | +0.1% | +1.0% | -0.9% | -0.8% |
| 3M | +2.1% | +2.4% | -0.3% | -0.1% |
| 6M | +12.7% | +12.0% | +0.7% | +1.5% |
| YTD | +13.4% | +15.3% | -2.0% | -0.7% |
| 1Y | +19.3% | +22.6% | -3.3% | -1.1% |
| 3Y | +75.7% | +74.7% | +1.0% | +5.9% |
| 5Y | +75.8% | +66.1% | +9.6% | +11.3% |
| 10Y | +303.1% | +225.0% | +78.1% | +43.7% |
| All | +713.3% | +374.2% | +339.1% | +108.1% |
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