+114.5%
IWLG vs VT
+98.9%
+15.6%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | +2.6% | +0.3% | -0.3% |
| 7D | +0.3% | +0.4% | -0.1% | -0.1% |
| 30D | -8.9% | -2.6% | -6.3% | -5.7% |
| 3M | -5.8% | -3.2% | -2.5% | -1.7% |
| 6M | -3.8% | +0.9% | -4.8% | -4.6% |
| YTD | -0.7% | +11.3% | -12.0% | -12.7% |
| 1Y | -0.8% | +14.0% | -14.8% | -15.3% |
| 3Y | +67.2% | +75.8% | -8.6% | -14.5% |
| All | +114.5% | +98.9% | +15.6% | -4.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling