+560.3%
IWX vs VT
+465.9%
+94.4%
-35.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -0.3% | +0.4% | -0.7% | -0.7% |
| 30D | +0.8% | +1.0% | -0.2% | -0.1% |
| 3M | +7.9% | +2.4% | +5.5% | +5.6% |
| 6M | +17.7% | +12.0% | +5.7% | +6.6% |
| YTD | +23.8% | +15.3% | +8.5% | +9.3% |
| 1Y | +31.7% | +22.6% | +9.1% | +10.3% |
| 3Y | +75.1% | +74.7% | +0.5% | +7.7% |
| 5Y | +81.9% | +66.1% | +15.8% | +15.9% |
| 10Y | +212.9% | +225.0% | -12.1% | +13.0% |
| All | +560.3% | +465.9% | +94.4% | +57.7% |
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