+28.5%
IWO vs VT
+66.2%
-37.8%
-40.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | +0.6% |
| 7D | +1.5% | +1.0% | +0.5% | +0.2% |
| 30D | -3.3% | -0.2% | -3.1% | -3.0% |
| 3M | +2.1% | +4.5% | -2.4% | -3.7% |
| 6M | +17.9% | +14.1% | +3.8% | -0.9% |
| YTD | +16.9% | +14.8% | +2.2% | -2.4% |
| 1Y | +21.4% | +21.2% | +0.2% | -5.6% |
| 3Y | +64.1% | +76.6% | -12.5% | -21.5% |
| 5Y | +28.5% | +66.6% | -38.1% | -30.5% |
| All | +28.5% | +66.2% | -37.8% | -30.5% |
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