+173.7%
VEA vs IWD
+363.0%
-189.3%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.1% | +1.1% |
| 7D | +1.0% | -0.3% | +1.2% | +1.2% |
| 30D | +1.9% | +0.6% | +1.4% | +1.4% |
| 3M | +3.2% | +7.2% | -4.0% | -3.3% |
| 6M | +10.2% | +16.2% | -6.0% | -4.1% |
| YTD | +18.9% | +23.3% | -4.4% | -2.1% |
| 1Y | +29.3% | +29.6% | -0.2% | +1.7% |
| 3Y | +76.8% | +70.5% | +6.3% | +6.9% |
| 5Y | +61.2% | +73.5% | -12.2% | -4.4% |
| 10Y | +163.3% | +198.3% | -35.0% | -9.8% |
| All | +173.7% | +363.0% | -189.3% | -42.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling