+194.7%
IWD vs VO
+192.5%
+2.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.3% |
| 7D | -0.2% | +0.6% | -0.8% | -0.7% |
| 30D | -0.8% | -1.1% | +0.3% | +0.1% |
| 3M | +8.0% | +4.5% | +3.5% | +3.9% |
| 6M | +18.2% | +11.1% | +7.1% | +7.8% |
| YTD | +22.3% | +13.5% | +8.8% | +9.4% |
| 1Y | +28.9% | +14.5% | +14.4% | +14.4% |
| 3Y | +71.5% | +58.1% | +13.4% | +14.5% |
| 5Y | +73.6% | +43.3% | +30.3% | +24.9% |
| 10Y | +194.7% | +193.2% | +1.5% | +10.0% |
| All | +194.7% | +192.5% | +2.2% | +10.0% |
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