-44.1%
VG vs IWD
+39.6%
-83.7%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.1% |
| 7D | +15.1% | +1.7% | +13.4% | +13.6% |
| 30D | -4.2% | +3.2% | -7.4% | -7.0% |
| 3M | -3.1% | +2.3% | -5.4% | -5.4% |
| 6M | +0.3% | +12.9% | -12.6% | -13.1% |
| YTD | +95.5% | +26.2% | +69.2% | +37.7% |
| 1Y | +64.4% | +28.3% | +36.2% | +12.2% |
| All | -44.1% | +39.6% | -83.7% | -65.3% |
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