+1,993.1%
IYW vs VT
+374.2%
+1,618.9%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | 0.0% | +0.3% | +0.3% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | +0.8% | +1.0% | -0.2% | -0.1% |
| 3M | -1.2% | +2.4% | -3.6% | -3.0% |
| 6M | +32.4% | +12.0% | +20.4% | +19.1% |
| YTD | +26.9% | +15.3% | +11.6% | +11.0% |
| 1Y | +38.7% | +22.6% | +16.1% | +14.4% |
| 3Y | +128.6% | +74.7% | +53.9% | +36.1% |
| 5Y | +136.6% | +66.1% | +70.5% | +51.3% |
| 10Y | +813.5% | +225.0% | +588.5% | +235.9% |
| All | +1,993.1% | +374.2% | +1,618.9% | +455.6% |
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