+211.4%
IWX vs VT
+226.9%
-15.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.9% | +0.8% | +0.7% |
| 7D | -2.0% | -2.0% | 0.0% | -0.3% |
| 30D | -1.2% | -1.4% | +0.2% | 0.0% |
| 3M | +9.1% | +4.7% | +4.4% | +4.6% |
| 6M | +18.6% | +11.4% | +7.2% | +7.5% |
| YTD | +22.3% | +13.1% | +9.2% | +9.3% |
| 1Y | +30.7% | +19.0% | +11.6% | +11.5% |
| 3Y | +74.4% | +73.9% | +0.4% | +4.9% |
| 5Y | +83.3% | +65.4% | +17.9% | +14.7% |
| All | +211.4% | +226.9% | -15.4% | +5.5% |
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