+201.7%
IWD vs VIG
+262.6%
-60.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.3% | +3.5% | -1.2% | -1.2% |
| 30D | +3.6% | +4.9% | -1.3% | -1.4% |
| 3M | +2.2% | +2.5% | -0.4% | -0.4% |
| 6M | +13.0% | +11.0% | +1.9% | +1.5% |
| YTD | +26.5% | +16.0% | +10.5% | +8.7% |
| 1Y | +30.1% | +17.5% | +12.6% | +10.3% |
| 3Y | +84.9% | +67.0% | +17.9% | +9.2% |
| 5Y | +73.4% | +64.8% | +8.6% | +3.7% |
| All | +201.7% | +262.6% | -60.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 10y: compounded portfolio wealth divided by compounded VIG 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…
10y analysis · Full analysis span regression · 6 months rolling