+449.7%
V vs IWD
+207.5%
+242.2%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.4% |
| 7D | +2.2% | -0.5% | +2.7% | +2.7% |
| 30D | +13.6% | +2.7% | +10.9% | +10.7% |
| 3M | +14.3% | +0.9% | +13.4% | +13.4% |
| 6M | +33.1% | +10.5% | +22.6% | +20.2% |
| YTD | +21.2% | +23.7% | -2.5% | -2.6% |
| 1Y | +26.4% | +28.7% | -2.3% | -2.5% |
| 3Y | +77.6% | +79.7% | -2.1% | -3.0% |
| 5Y | +102.6% | +69.7% | +32.9% | +17.6% |
| All | +449.7% | +207.5% | +242.2% | +100.8% |
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