-51.4%
VG vs IWD
+36.8%
-88.2%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.4% | +0.4% |
| 7D | -22.0% | -0.5% | -21.6% | -21.9% |
| 30D | -11.6% | +2.7% | -14.3% | -14.0% |
| 3M | -14.9% | +0.9% | -15.8% | -16.0% |
| 6M | -3.5% | +10.5% | -14.1% | -15.0% |
| YTD | +70.0% | +23.7% | +46.3% | +21.7% |
| 1Y | +50.0% | +28.7% | +21.3% | -1.0% |
| All | -51.4% | +36.8% | -88.2% | -69.3% |
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 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