+63.5%
IWO vs VT
+77.9%
-14.4%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -1.0% |
| 30D | -2.4% | +1.0% | -3.4% | -3.6% |
| 3M | -1.3% | +2.4% | -3.7% | -4.3% |
| 6M | +12.9% | +12.0% | +0.9% | -3.0% |
| YTD | +17.1% | +15.3% | +1.7% | -3.4% |
| 1Y | +22.7% | +22.6% | +0.1% | -6.5% |
| All | +63.5% | +77.9% | -14.4% | -25.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling