+73.5%
IWO vs VT
+74.1%
-0.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | +2.6% | +1.3% | +0.4% |
| 7D | +2.4% | +0.4% | +2.1% | +2.0% |
| 30D | +0.2% | -2.6% | +2.7% | +3.9% |
| 3M | -8.3% | -3.2% | -5.1% | -4.0% |
| 6M | -2.9% | +0.9% | -3.9% | -4.0% |
| YTD | +10.9% | +11.3% | -0.4% | -3.9% |
| 1Y | +11.8% | +14.0% | -2.2% | -6.2% |
| 3Y | +73.5% | +75.8% | -2.4% | -25.7% |
| All | +73.5% | +74.1% | -0.6% | -25.7% |
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 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