+768.4%
VLO vs IWD
+207.5%
+560.9%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.4% | -1.0% | -0.9% |
| 7D | -13.3% | -0.5% | -12.8% | -13.1% |
| 30D | -18.3% | +2.7% | -21.0% | -21.5% |
| 3M | +14.3% | +0.9% | +13.5% | +12.3% |
| 6M | +47.6% | +10.5% | +37.1% | +27.3% |
| YTD | +116.0% | +23.7% | +92.3% | +57.7% |
| 1Y | +101.0% | +28.7% | +72.3% | +38.6% |
| 3Y | +199.0% | +79.7% | +119.3% | +29.2% |
| 5Y | +419.0% | +69.7% | +349.4% | +140.2% |
| All | +768.4% | +207.5% | +560.9% | +71.5% |
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