+560.6%
IWP vs VOO
+807.8%
-247.3%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VOO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.5% | -0.3% | -0.2% |
| 7D | +0.7% | -0.4% | +1.1% | +1.1% |
| 30D | -4.0% | -1.4% | -2.6% | -2.5% |
| 3M | -0.8% | +3.7% | -4.6% | -4.7% |
| 6M | +2.5% | +13.0% | -10.5% | -10.3% |
| YTD | +1.3% | +12.4% | -11.2% | -10.8% |
| 1Y | -3.4% | +18.6% | -22.0% | -19.7% |
| 3Y | +47.8% | +78.1% | -30.2% | -20.7% |
| 5Y | +20.3% | +82.3% | -61.9% | -36.1% |
| 10Y | +209.3% | +322.5% | -113.2% | -33.3% |
| All | +560.6% | +807.8% | -247.3% | -39.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VOO.
Daily Out/Under-Performance
Portfolio return minus VOO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VOO 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 VOO 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