+455.0%
IWD vs VIG
+648.1%
-193.0%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.4% | -0.4% | -0.7% |
| 7D | +1.3% | +0.4% | +0.8% | +0.8% |
| 30D | +3.6% | +4.3% | -0.7% | -1.2% |
| 3M | +2.3% | +2.0% | +0.3% | 0.0% |
| 6M | +13.0% | +10.2% | +2.9% | +1.4% |
| YTD | +26.2% | +14.8% | +11.4% | +8.2% |
| 1Y | +30.5% | +17.5% | +13.0% | +9.0% |
| 3Y | +86.2% | +67.4% | +18.8% | +4.6% |
| 5Y | +72.9% | +63.4% | +9.5% | -0.6% |
| 10Y | +205.0% | +259.9% | -54.9% | -29.5% |
| All | +455.0% | +648.1% | -193.0% | -43.7% |
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