+874.0%
IWL vs VOO
+807.8%
+66.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | 0.0% | 0.0% |
| 7D | -0.2% | -0.4% | +0.2% | +0.2% |
| 30D | -1.1% | -1.4% | +0.2% | +0.2% |
| 3M | +3.8% | +3.7% | +0.1% | +0.2% |
| 6M | +13.2% | +13.0% | +0.2% | +0.6% |
| YTD | +11.5% | +12.4% | -1.0% | -0.4% |
| 1Y | +18.2% | +18.6% | -0.4% | +0.3% |
| 3Y | +81.5% | +78.1% | +3.4% | +4.6% |
| 5Y | +86.3% | +82.3% | +4.1% | +5.2% |
| 10Y | +352.7% | +322.5% | +30.1% | +18.3% |
| All | +874.0% | +807.8% | +66.1% | +38.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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