+461.3%
IWY vs VT
+221.4%
+239.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | +0.2% |
| 7D | +1.6% | +1.0% | +0.6% | +0.5% |
| 30D | -0.9% | -0.2% | -0.7% | -0.6% |
| 3M | 0.0% | +4.5% | -4.5% | -4.7% |
| 6M | +10.8% | +14.1% | -3.3% | -4.3% |
| YTD | +4.3% | +14.8% | -10.5% | -10.5% |
| 1Y | +10.4% | +21.2% | -10.8% | -10.9% |
| 3Y | +81.5% | +76.6% | +4.9% | -2.4% |
| 5Y | +82.3% | +66.6% | +15.7% | +5.5% |
| 10Y | +461.3% | +222.3% | +239.0% | +71.8% |
| All | +461.3% | +221.4% | +239.9% | +71.8% |
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