+86.2%
IWD vs VLTO
+56.3%
+29.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.6% | +1.6% | -0.1% | +1.1% |
| 30D | +3.6% | +22.0% | -18.4% | -2.1% |
| 3M | +2.0% | +21.9% | -19.8% | -3.6% |
| 6M | +13.1% | +36.5% | -23.5% | +3.1% |
| YTD | +26.2% | +19.0% | +7.2% | +19.9% |
| 1Y | +29.6% | +21.0% | +8.6% | +22.2% |
| 3Y | +84.3% | +69.9% | +14.4% | +61.8% |
| All | +86.2% | +56.3% | +29.9% | +65.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling