+444.2%
V vs IWD
+212.1%
+232.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.0% | -2.1% | -2.1% |
| 7D | -0.8% | +1.3% | -2.0% | -2.0% |
| 30D | +9.5% | +3.6% | +5.9% | +5.8% |
| 3M | +16.7% | +2.3% | +14.3% | +14.1% |
| 6M | +32.9% | +13.0% | +19.9% | +17.4% |
| YTD | +21.1% | +26.2% | -5.1% | -4.7% |
| 1Y | +26.6% | +30.5% | -3.8% | -3.6% |
| 3Y | +78.4% | +86.2% | -7.9% | -6.1% |
| 5Y | +105.5% | +72.9% | +32.6% | +17.0% |
| 10Y | +444.2% | +205.0% | +239.2% | +88.9% |
| All | +444.2% | +212.1% | +232.2% | +88.9% |
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