+202.4%
IWD vs VO
+197.5%
+4.9%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.7% | -0.7% | -0.4% |
| 7D | +1.3% | -0.1% | +1.4% | +1.4% |
| 30D | +3.6% | +0.5% | +3.1% | +3.1% |
| 3M | +2.3% | -1.0% | +3.4% | +3.2% |
| 6M | +13.0% | +6.4% | +6.6% | +7.0% |
| YTD | +26.2% | +13.6% | +12.6% | +12.8% |
| 1Y | +30.5% | +14.5% | +16.0% | +15.8% |
| 3Y | +86.2% | +67.2% | +19.0% | +18.4% |
| 5Y | +72.9% | +36.1% | +36.8% | +30.5% |
| All | +202.4% | +197.5% | +4.9% | +13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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