+344.5%
IWL vs VT
+221.4%
+123.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | 0.0% | 0.0% |
| 7D | +0.7% | +1.0% | -0.3% | -0.3% |
| 30D | -0.8% | -0.2% | -0.5% | -0.5% |
| 3M | +3.8% | +4.5% | -0.8% | -0.9% |
| 6M | +14.7% | +14.1% | +0.6% | +0.1% |
| YTD | +11.9% | +14.8% | -2.8% | -2.9% |
| 1Y | +19.1% | +21.2% | -2.1% | -2.3% |
| 3Y | +82.3% | +76.6% | +5.7% | +2.1% |
| 5Y | +86.2% | +66.6% | +19.6% | +10.8% |
| 10Y | +344.5% | +222.3% | +122.2% | +42.1% |
| All | +344.5% | +221.4% | +123.1% | +42.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling