+442.5%
IWD vs VIG
+623.5%
-181.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.2% | -0.2% |
| 7D | -0.3% | -0.4% | +0.2% | +0.2% |
| 30D | +0.6% | -1.0% | +1.6% | +1.7% |
| 3M | +7.2% | +2.8% | +4.5% | +4.0% |
| 6M | +16.2% | +8.2% | +8.0% | +6.5% |
| YTD | +23.3% | +11.0% | +12.3% | +9.8% |
| 1Y | +29.6% | +16.1% | +13.4% | +9.7% |
| 3Y | +70.5% | +56.2% | +14.3% | +3.6% |
| 5Y | +73.5% | +63.0% | +10.5% | 0.0% |
| 10Y | +198.3% | +241.4% | -43.1% | -26.8% |
| All | +442.5% | +623.5% | -181.0% | -42.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling