+123.2%
IWLG vs VT
+103.7%
+19.4%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.6% | +0.1% | +0.2% |
| 7D | +0.7% | -0.1% | +0.8% | +0.8% |
| 30D | -1.6% | -0.7% | -0.9% | -0.7% |
| 3M | +2.1% | +4.0% | -1.9% | -2.5% |
| 6M | +10.1% | +12.3% | -2.2% | -4.3% |
| YTD | +3.3% | +14.0% | -10.7% | -11.9% |
| 1Y | +6.5% | +20.3% | -13.8% | -14.9% |
| 3Y | +74.9% | +75.4% | -0.6% | -10.5% |
| All | +123.2% | +103.7% | +19.4% | -3.7% |
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