+205.1%
IWD vs VT
+215.5%
-10.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.6% |
| 7D | -0.5% | -2.3% | +1.9% | +1.7% |
| 30D | +2.7% | -5.0% | +7.6% | +7.5% |
| 3M | +0.9% | -4.9% | +5.8% | +5.5% |
| 6M | +10.5% | -1.5% | +12.1% | +11.7% |
| YTD | +23.7% | +8.5% | +15.2% | +13.8% |
| 1Y | +28.7% | +11.4% | +17.4% | +15.5% |
| 3Y | +79.7% | +70.1% | +9.6% | +7.0% |
| 5Y | +69.7% | +53.7% | +16.0% | +11.0% |
| All | +205.1% | +215.5% | -10.4% | +1.4% |
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