+286.1%
IWV vs VT
+223.7%
+62.4%
-35.2%
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 | +0.2% | +0.4% | -0.1% | -0.1% |
| 30D | -2.9% | -2.6% | -0.3% | -0.2% |
| 3M | -2.6% | -3.2% | +0.7% | +0.8% |
| 6M | +2.8% | +0.9% | +1.9% | +1.6% |
| YTD | +11.4% | +11.3% | +0.1% | -0.8% |
| 1Y | +13.5% | +14.0% | -0.5% | -1.5% |
| 3Y | +78.9% | +75.8% | +3.1% | -1.5% |
| 5Y | +63.9% | +57.8% | +6.0% | +1.3% |
| 10Y | +286.1% | +219.8% | +66.3% | +19.1% |
| All | +286.1% | +223.7% | +62.4% | +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