+468.7%
IWO vs VT
+374.2%
+94.5%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | -0.4% | +0.4% | -0.8% | -0.8% |
| 30D | -2.4% | +1.0% | -3.4% | -3.4% |
| 3M | -1.3% | +2.4% | -3.7% | -3.6% |
| 6M | +12.9% | +12.0% | +0.9% | +0.3% |
| YTD | +17.1% | +15.3% | +1.7% | +0.9% |
| 1Y | +22.7% | +22.6% | +0.1% | -0.6% |
| 3Y | +58.7% | +74.7% | -16.0% | -10.4% |
| 5Y | +25.8% | +66.1% | -40.3% | -23.8% |
| 10Y | +171.2% | +225.0% | -53.8% | -13.8% |
| All | +468.7% | +374.2% | +94.5% | +24.9% |
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