+564.8%
IWX vs VT
+432.3%
+132.5%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.2% | -0.7% | -0.7% |
| 7D | -0.3% | -2.3% | +2.0% | +1.6% |
| 30D | +2.3% | -5.0% | +7.3% | +6.7% |
| 3M | +1.4% | -4.9% | +6.3% | +5.6% |
| 6M | +12.1% | -1.5% | +13.6% | +13.2% |
| YTD | +24.7% | +8.5% | +16.2% | +15.7% |
| 1Y | +30.1% | +11.4% | +18.8% | +18.1% |
| 3Y | +83.1% | +70.1% | +13.1% | +15.1% |
| 5Y | +79.6% | +53.7% | +25.9% | +22.1% |
| 10Y | +226.3% | +220.0% | +6.3% | +19.5% |
| All | +564.8% | +432.3% | +132.5% | +66.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling