+201.7%
IWD vs VT
+221.8%
-20.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.5% |
| 7D | +2.3% | +2.4% | -0.1% | +0.1% |
| 30D | +3.6% | -1.5% | +5.1% | +4.9% |
| 3M | +2.2% | -4.1% | +6.3% | +6.0% |
| 6M | +13.0% | +0.6% | +12.4% | +11.9% |
| YTD | +26.5% | +11.0% | +15.5% | +13.9% |
| 1Y | +30.1% | +13.3% | +16.8% | +14.9% |
| 3Y | +84.9% | +73.4% | +11.5% | +8.1% |
| 5Y | +73.4% | +57.4% | +15.9% | +10.9% |
| All | +201.7% | +221.8% | -20.1% | -2.9% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 VT 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