+112.8%
IWLG vs VT
+97.9%
+14.8%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.2% |
| 7D | -1.8% | -0.1% | -1.7% | -1.6% |
| 30D | -9.6% | -3.1% | -6.5% | -5.9% |
| 3M | -6.2% | -3.5% | -2.7% | -1.8% |
| 6M | -4.6% | +0.5% | -5.1% | -4.8% |
| YTD | -1.5% | +10.8% | -12.3% | -12.9% |
| 1Y | -3.8% | +11.9% | -15.7% | -15.9% |
| 3Y | +62.1% | +73.0% | -10.8% | -15.4% |
| All | +112.8% | +97.9% | +14.8% | -4.7% |
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