+160.5%
VEA vs IWD
+203.0%
-42.6%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +2.3% | +2.3% | 0.0% | +0.3% |
| 30D | +0.2% | +3.6% | -3.4% | -2.7% |
| 3M | -5.3% | +2.2% | -7.5% | -7.0% |
| 6M | -0.9% | +13.0% | -13.9% | -10.6% |
| YTD | +12.2% | +26.5% | -14.3% | -7.8% |
| 1Y | +16.1% | +30.1% | -14.0% | -6.8% |
| 3Y | +73.0% | +84.9% | -11.9% | +3.2% |
| 5Y | +53.7% | +73.4% | -19.6% | -3.4% |
| All | +160.5% | +203.0% | -42.6% | +3.7% |
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