+366.5%
IWN vs VT
+345.0%
+21.5%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -4.1% | +0.6% | +0.8% |
| 7D | -2.7% | -4.2% | +1.5% | +1.7% |
| 30D | -0.6% | -5.8% | +5.2% | +5.7% |
| 3M | -5.8% | -5.2% | -0.6% | -0.5% |
| 6M | +1.5% | +0.1% | +1.3% | +0.9% |
| YTD | +17.7% | +8.2% | +9.5% | +7.8% |
| 1Y | +21.2% | +10.1% | +11.1% | +9.0% |
| 3Y | +63.5% | +69.7% | -6.2% | -6.1% |
| 5Y | +31.5% | +53.4% | -21.8% | -15.8% |
| 10Y | +156.2% | +219.2% | -63.0% | -20.7% |
| All | +366.5% | +345.0% | +21.5% | +9.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling