+837.2%
IYW vs VT
+222.7%
+614.6%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.6% | +0.6% | +0.8% |
| 7D | +1.8% | -0.1% | +1.9% | +2.0% |
| 30D | +0.2% | -0.7% | +0.9% | +1.1% |
| 3M | +4.9% | +4.0% | +0.9% | +0.1% |
| 6M | +32.0% | +12.3% | +19.7% | +14.3% |
| YTD | +26.7% | +14.0% | +12.7% | +7.7% |
| 1Y | +36.9% | +20.3% | +16.6% | +8.8% |
| 3Y | +131.8% | +75.4% | +56.3% | +16.0% |
| 5Y | +138.8% | +66.0% | +72.8% | +30.7% |
| 10Y | +837.2% | +228.2% | +609.0% | +144.5% |
| All | +837.2% | +222.7% | +614.6% | +144.5% |
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