+869.5%
VLO vs IWD
+198.0%
+671.5%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.9% |
| 7D | +5.2% | -0.3% | +5.5% | +5.6% |
| 30D | +22.6% | +0.6% | +22.0% | +21.6% |
| 3M | +43.8% | +7.2% | +36.5% | +30.2% |
| 6M | +65.7% | +16.2% | +49.5% | +32.8% |
| YTD | +131.1% | +23.3% | +107.8% | +70.5% |
| 1Y | +143.6% | +29.6% | +114.1% | +67.5% |
| 3Y | +201.4% | +70.5% | +130.9% | +41.2% |
| 5Y | +568.9% | +73.5% | +495.4% | +201.4% |
| All | +869.5% | +198.0% | +671.5% | +125.5% |
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 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