+10,486.9%
VLO vs IWD
+726.5%
+9,760.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.8% |
| 7D | +5.2% | -0.3% | +5.5% | +5.5% |
| 30D | +22.6% | +0.6% | +22.0% | +21.7% |
| 3M | +43.8% | +7.2% | +36.5% | +31.3% |
| 6M | +65.7% | +16.2% | +49.5% | +35.4% |
| YTD | +131.1% | +23.3% | +107.8% | +75.3% |
| 1Y | +143.6% | +29.6% | +114.1% | +73.5% |
| 3Y | +201.4% | +70.5% | +130.9% | +53.2% |
| 5Y | +568.9% | +73.5% | +495.4% | +230.5% |
| 10Y | +891.8% | +198.3% | +693.5% | +177.2% |
| All | +10,486.9% | +726.5% | +9,760.4% | +1,101.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling