+459.8%
IWD vs VT
+374.2%
+85.6%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | -0.3% | +0.4% | -0.7% | -0.7% |
| 30D | +0.6% | +1.0% | -0.4% | -0.3% |
| 3M | +7.2% | +2.4% | +4.8% | +4.7% |
| 6M | +16.2% | +12.0% | +4.2% | +4.4% |
| YTD | +23.3% | +15.3% | +8.0% | +7.8% |
| 1Y | +29.6% | +22.6% | +7.0% | +7.1% |
| 3Y | +70.5% | +74.7% | -4.2% | +1.3% |
| 5Y | +73.5% | +66.1% | +7.3% | +7.3% |
| 10Y | +198.3% | +225.0% | -26.7% | +0.4% |
| All | +459.8% | +374.2% | +85.6% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling