+200.5%
IWD vs VRSN
+285.8%
-85.3%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.7% | -2.3% | -1.2% |
| 7D | -1.2% | -1.0% | -0.1% | -0.8% |
| 30D | -1.6% | -1.9% | +0.2% | -1.1% |
| 3M | +7.0% | +1.4% | +5.6% | +5.9% |
| 6M | +17.0% | +19.0% | -2.1% | +8.5% |
| YTD | +21.6% | +19.2% | +2.4% | +12.2% |
| 1Y | +28.0% | +1.7% | +26.3% | +25.2% |
| 3Y | +70.6% | +41.4% | +29.1% | +43.8% |
| 5Y | +73.3% | +31.7% | +41.7% | +47.1% |
| 10Y | +200.5% | +290.3% | -89.8% | +86.0% |
| All | +200.5% | +285.8% | -85.3% | +86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSN.
Daily Out/Under-Performance
Portfolio return minus VRSN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSN 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 VRSN 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