+173.7%
IWO vs VT
+222.7%
-48.9%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.6% | -1.0% | -0.8% |
| 7D | -1.1% | -0.1% | -1.0% | -0.9% |
| 30D | -4.4% | -0.7% | -3.7% | -3.6% |
| 3M | +0.2% | +4.0% | -3.8% | -4.5% |
| 6M | +14.2% | +12.3% | +1.9% | -0.8% |
| YTD | +15.0% | +14.0% | +1.0% | -1.8% |
| 1Y | +19.9% | +20.3% | -0.4% | -3.9% |
| 3Y | +61.4% | +75.4% | -14.1% | -17.2% |
| 5Y | +26.1% | +66.0% | -39.9% | -29.8% |
| 10Y | +173.7% | +228.2% | -54.5% | -29.4% |
| All | +173.7% | +222.7% | -48.9% | -29.4% |
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