+163.6%
VEA vs IWD
+195.0%
-31.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.4% |
| 7D | +0.3% | -1.2% | +1.5% | +1.3% |
| 30D | +0.4% | -1.6% | +2.1% | +1.8% |
| 3M | +4.8% | +7.0% | -2.2% | -1.1% |
| 6M | +11.3% | +17.0% | -5.7% | -2.4% |
| YTD | +17.4% | +21.6% | -4.2% | -0.3% |
| 1Y | +26.2% | +28.0% | -1.8% | +2.7% |
| 3Y | +77.7% | +70.6% | +7.2% | +13.4% |
| 5Y | +60.9% | +73.3% | -12.4% | +1.2% |
| 10Y | +163.6% | +200.5% | -36.9% | +5.8% |
| All | +163.6% | +195.0% | -31.4% | +5.8% |
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