+1,834.1%
IYW vs VT
+357.6%
+1,476.4%
-47.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +2.6% | +0.5% | +0.4% |
| 7D | -1.0% | +0.4% | -1.4% | -1.3% |
| 30D | -13.0% | -2.6% | -10.4% | -10.5% |
| 3M | -7.9% | -3.2% | -4.6% | -4.5% |
| 6M | -1.9% | +0.9% | -2.8% | -2.0% |
| YTD | +17.3% | +11.3% | +6.0% | +6.6% |
| 1Y | +17.4% | +14.0% | +3.4% | +4.3% |
| 3Y | +113.4% | +75.8% | +37.6% | +26.7% |
| 5Y | +107.8% | +57.8% | +49.9% | +40.0% |
| 10Y | +735.7% | +219.8% | +515.9% | +214.3% |
| All | +1,834.1% | +357.6% | +1,476.4% | +433.5% |
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 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