+198.1%
IWD vs VTEB
+17.9%
+180.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.6% |
| 7D | -0.8% | -0.9% | +0.1% | -0.1% |
| 30D | -0.8% | -2.5% | +1.7% | +1.1% |
| 3M | +6.9% | -3.0% | +9.9% | +9.4% |
| 6M | +18.3% | -2.1% | +20.4% | +20.3% |
| YTD | +22.4% | -1.5% | +23.8% | +23.9% |
| 1Y | +27.4% | +0.2% | +27.3% | +27.4% |
| 3Y | +71.2% | +8.6% | +62.6% | +60.6% |
| 5Y | +75.7% | +1.2% | +74.5% | +73.4% |
| All | +198.1% | +17.9% | +180.2% | +219.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VTEB.
Daily Out/Under-Performance
Portfolio return minus VTEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTEB 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 VTEB 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