+454.5%
V vs IWD
+203.8%
+250.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +0.6% | +1.6% | -1.0% | -0.9% |
| 30D | +9.7% | +3.6% | +6.2% | +6.0% |
| 3M | +17.3% | +2.0% | +15.2% | +15.0% |
| 6M | +33.2% | +13.1% | +20.2% | +17.6% |
| YTD | +21.3% | +26.2% | -4.9% | -4.5% |
| 1Y | +27.3% | +29.6% | -2.2% | -2.4% |
| 3Y | +76.1% | +84.3% | -8.2% | -6.4% |
| 5Y | +103.5% | +73.4% | +30.0% | +15.4% |
| 10Y | +454.5% | +202.4% | +252.0% | +88.8% |
| All | +454.5% | +203.8% | +250.7% | +88.8% |
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