+86.7%
IWD vs VLTO
+56.4%
+30.3%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.6% | -0.4% | 0.0% |
| 7D | +2.3% | +1.0% | +1.3% | +2.0% |
| 30D | +3.6% | +17.5% | -13.9% | -1.0% |
| 3M | +2.2% | +21.4% | -19.2% | -3.4% |
| 6M | +13.0% | +38.1% | -25.2% | +2.6% |
| YTD | +26.5% | +19.0% | +7.5% | +20.2% |
| 1Y | +30.1% | +20.7% | +9.5% | +22.9% |
| 3Y | +84.9% | +64.3% | +20.6% | +63.1% |
| All | +86.7% | +56.4% | +30.3% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 VLTO 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