-39.3%
VG vs IWD
+36.4%
-75.8%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | +1.7% | -0.3% | +2.0% | +1.9% |
| 30D | +16.0% | +0.6% | +15.4% | +15.2% |
| 3M | +9.7% | +7.2% | +2.5% | +1.0% |
| 6M | +29.6% | +16.2% | +13.4% | +5.3% |
| YTD | +112.0% | +23.3% | +88.7% | +52.8% |
| 1Y | +12.8% | +29.6% | -16.8% | -25.6% |
| All | -39.3% | +36.4% | -75.8% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling