+745.6%
IWD vs VRSN
+198.1%
+547.4%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -0.9% | +2.9% | +2.2% |
| 7D | +1.3% | -0.8% | +2.1% | +1.4% |
| 30D | +3.6% | +0.7% | +2.9% | +3.4% |
| 3M | +2.3% | +4.1% | -1.8% | +1.4% |
| 6M | +13.0% | +6.7% | +6.3% | +11.2% |
| YTD | +26.2% | +27.1% | -0.9% | +19.6% |
| 1Y | +30.5% | +28.0% | +2.5% | +23.4% |
| 3Y | +86.2% | +52.6% | +33.6% | +69.2% |
| 5Y | +72.9% | +33.3% | +39.6% | +60.1% |
| 10Y | +205.0% | +279.5% | -74.5% | +133.9% |
| All | +745.6% | +198.1% | +547.4% | +372.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling