+361.9%
IWC vs VT
+345.0%
+16.9%
-56.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.7% | -4.1% | -1.7% | -1.5% |
| 7D | -7.1% | -4.2% | -2.9% | -2.8% |
| 30D | -8.5% | -5.8% | -2.7% | -2.6% |
| 3M | -13.6% | -5.2% | -8.3% | -8.5% |
| 6M | -8.4% | +0.1% | -8.5% | -8.2% |
| YTD | +8.2% | +8.2% | 0.0% | +0.3% |
| 1Y | +11.9% | +10.1% | +1.7% | +2.0% |
| 3Y | +78.1% | +69.7% | +8.4% | +6.4% |
| 5Y | +15.0% | +53.4% | -38.4% | -23.5% |
| 10Y | +164.6% | +219.2% | -54.6% | -11.6% |
| All | +361.9% | +345.0% | +16.9% | +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