+678.6%
IWB vs VT
+346.0%
+332.6%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.2% | +0.1% | +0.2% |
| 7D | -2.5% | -2.3% | -0.2% | -0.4% |
| 30D | -5.1% | -5.0% | -0.1% | -0.6% |
| 3M | -4.0% | -4.9% | +0.9% | +0.5% |
| 6M | +0.9% | -1.5% | +2.4% | +2.2% |
| YTD | +8.5% | +8.5% | +0.1% | +0.6% |
| 1Y | +10.8% | +11.4% | -0.6% | +0.2% |
| 3Y | +74.3% | +70.1% | +4.2% | +7.7% |
| 5Y | +62.6% | +53.7% | +8.8% | +10.5% |
| 10Y | +302.8% | +220.0% | +82.9% | +46.3% |
| All | +678.6% | +346.0% | +332.6% | +110.7% |
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