+484.0%
V vs IWD
+203.0%
+281.0%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.1% |
| 7D | +0.9% | +2.3% | -1.4% | -1.4% |
| 30D | +9.0% | +3.6% | +5.4% | +5.2% |
| 3M | +16.7% | +2.2% | +14.6% | +14.3% |
| 6M | +33.4% | +13.0% | +20.5% | +17.8% |
| YTD | +22.4% | +26.5% | -4.2% | -4.0% |
| 1Y | +27.7% | +30.1% | -2.5% | -2.6% |
| 3Y | +78.0% | +84.9% | -6.9% | -5.7% |
| 5Y | +108.5% | +73.4% | +35.2% | +18.2% |
| All | +484.0% | +203.0% | +281.0% | +88.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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