+252.7%
IWD vs VTEB
+26.0%
+226.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | 0.0% | -0.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | -1.6% | -2.1% | +0.4% | -0.2% |
| 3M | +7.0% | -2.7% | +9.7% | +9.0% |
| 6M | +17.0% | -2.1% | +19.1% | +18.7% |
| YTD | +21.6% | -1.1% | +22.7% | +22.7% |
| 1Y | +28.0% | +1.3% | +26.7% | +27.0% |
| 3Y | +70.6% | +9.0% | +61.6% | +60.8% |
| 5Y | +73.3% | +1.5% | +71.8% | +70.7% |
| 10Y | +200.5% | +18.5% | +182.0% | +228.5% |
| All | +252.7% | +26.0% | +226.7% | +353.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling