+201.0%
IWD vs VT
+222.7%
-21.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.6% | +0.2% | +0.2% |
| 7D | +1.7% | +2.9% | -1.2% | -1.0% |
| 30D | +3.2% | -2.5% | +5.7% | +5.6% |
| 3M | +2.3% | -3.3% | +5.6% | +5.4% |
| 6M | +12.9% | +1.5% | +11.4% | +10.9% |
| YTD | +26.2% | +11.4% | +14.9% | +13.4% |
| 1Y | +28.3% | +11.9% | +16.4% | +14.7% |
| 3Y | +84.4% | +73.9% | +10.5% | +7.5% |
| 5Y | +73.0% | +57.9% | +15.1% | +10.3% |
| All | +201.0% | +222.7% | -21.7% | -3.4% |
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