+297.0%
IWV vs VT
+222.7%
+74.3%
-35.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | +0.1% |
| 7D | -0.4% | -0.1% | -0.3% | -0.3% |
| 30D | -1.6% | -0.7% | -0.9% | -0.9% |
| 3M | +3.6% | +4.0% | -0.3% | -0.6% |
| 6M | +12.8% | +12.3% | +0.6% | -0.3% |
| YTD | +12.5% | +14.0% | -1.5% | -2.3% |
| 1Y | +18.0% | +20.3% | -2.3% | -3.1% |
| 3Y | +75.4% | +75.4% | -0.1% | -3.1% |
| 5Y | +73.1% | +66.0% | +7.1% | +1.6% |
| 10Y | +297.0% | +228.2% | +68.8% | +18.1% |
| All | +297.0% | +222.7% | +74.3% | +18.1% |
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