+127.0%
VMC vs IWD
+202.4%
-75.4%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.4% | -1.1% | -1.0% |
| 7D | -1.7% | +1.7% | -3.4% | -3.4% |
| 30D | +15.3% | +3.2% | +12.0% | +11.7% |
| 3M | +0.3% | +2.3% | -2.0% | -1.8% |
| 6M | +0.9% | +12.9% | -12.1% | -10.7% |
| YTD | -1.0% | +26.2% | -27.3% | -21.6% |
| 1Y | -4.3% | +28.3% | -32.6% | -25.4% |
| 3Y | +35.3% | +84.4% | -49.1% | -27.4% |
| 5Y | +44.4% | +73.0% | -28.6% | -16.6% |
| All | +127.0% | +202.4% | -75.4% | -33.7% |
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 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