+478.6%
IWD vs VT
+363.9%
+114.7%
-50.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +1.7% | +0.9% | +1.1% |
| 7D | +2.5% | -0.3% | +2.8% | +2.8% |
| 30D | +6.0% | -1.4% | +7.4% | +7.3% |
| 3M | +3.8% | -1.4% | +5.1% | +5.0% |
| 6M | +16.3% | +5.5% | +10.9% | +10.5% |
| YTD | +27.5% | +12.8% | +14.6% | +13.6% |
| 1Y | +32.8% | +15.4% | +17.4% | +15.9% |
| 3Y | +84.3% | +76.9% | +7.4% | +8.2% |
| 5Y | +75.7% | +60.4% | +15.3% | +12.2% |
| 10Y | +220.9% | +232.8% | -11.9% | +5.7% |
| All | +478.6% | +363.9% | +114.7% | +41.9% |
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 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