+749.4%
IWD vs VRSN
+206.2%
+543.2%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.0% | -0.5% | +0.3% |
| 7D | -0.6% | -1.2% | +0.7% | -0.3% |
| 30D | +3.6% | +3.8% | -0.2% | +2.9% |
| 3M | +2.7% | +9.5% | -6.9% | +0.8% |
| 6M | +13.2% | +10.3% | +2.9% | +10.6% |
| YTD | +26.8% | +30.5% | -3.7% | +19.5% |
| 1Y | +29.3% | +27.9% | +1.4% | +22.3% |
| 3Y | +85.1% | +54.3% | +30.8% | +67.9% |
| 5Y | +74.2% | +37.2% | +37.0% | +60.4% |
| 10Y | +204.6% | +293.1% | -88.5% | +132.0% |
| All | +749.4% | +206.2% | +543.2% | +371.9% |
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