+204.6%
IWD vs VIG
+264.3%
-59.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.8% | -0.3% | -0.4% |
| 7D | -0.6% | -0.3% | -0.2% | -0.3% |
| 30D | +3.6% | +4.9% | -1.3% | -1.4% |
| 3M | +2.7% | +2.9% | -0.3% | -0.4% |
| 6M | +13.2% | +11.2% | +2.0% | +1.5% |
| YTD | +26.8% | +16.0% | +10.8% | +8.9% |
| 1Y | +29.3% | +17.0% | +12.3% | +10.1% |
| 3Y | +85.1% | +66.9% | +18.3% | +9.5% |
| 5Y | +74.2% | +65.8% | +8.4% | +3.5% |
| 10Y | +204.6% | +263.6% | -59.0% | -15.1% |
| All | +204.6% | +264.3% | -59.7% | -15.1% |
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