+609.2%
IWD vs ITOT
+891.2%
-282.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.3% | -0.3% |
| 7D | -0.2% | +0.7% | -0.8% | -0.8% |
| 30D | -0.8% | -1.1% | +0.3% | +0.3% |
| 3M | +8.0% | +3.9% | +4.2% | +3.9% |
| 6M | +18.2% | +14.7% | +3.4% | +3.1% |
| YTD | +22.3% | +13.3% | +9.0% | +8.0% |
| 1Y | +28.9% | +19.1% | +9.7% | +8.2% |
| 3Y | +71.5% | +77.3% | -5.8% | -3.9% |
| 5Y | +73.6% | +74.1% | -0.5% | -2.4% |
| 10Y | +194.7% | +293.1% | -98.4% | -28.8% |
| All | +609.2% | +891.2% | -282.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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