+441.5%
IWO vs VT
+360.7%
+80.8%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.1% | +0.2% | +0.1% |
| 7D | +0.7% | -0.7% | +1.4% | +1.5% |
| 30D | +1.5% | -1.7% | +3.3% | +3.6% |
| 3M | -7.6% | -2.3% | -5.3% | -5.1% |
| 6M | -3.5% | +1.5% | -5.0% | -4.7% |
| YTD | +11.5% | +12.0% | -0.6% | -0.8% |
| 1Y | +11.3% | +12.9% | -1.6% | -1.5% |
| 3Y | +72.2% | +74.9% | -2.8% | -2.8% |
| 5Y | +15.5% | +59.9% | -44.4% | -27.1% |
| 10Y | +156.6% | +224.6% | -68.1% | -18.1% |
| All | +441.5% | +360.7% | +80.8% | +22.9% |
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