+174.2%
IWS vs VT
+223.7%
-49.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | -0.3% |
| 7D | +0.7% | +0.4% | +0.4% | +0.3% |
| 30D | +4.6% | -2.6% | +7.2% | +7.3% |
| 3M | +1.1% | -3.2% | +4.4% | +4.4% |
| 6M | +10.0% | +0.9% | +9.0% | +8.4% |
| YTD | +23.5% | +11.3% | +12.2% | +9.8% |
| 1Y | +26.3% | +14.0% | +12.3% | +9.5% |
| 3Y | +77.9% | +75.8% | +2.0% | -2.6% |
| 5Y | +53.3% | +57.8% | -4.5% | -5.8% |
| 10Y | +174.2% | +219.8% | -45.6% | -19.1% |
| All | +174.2% | +223.7% | -49.5% | -19.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling