+131.4%
VMC vs IWD
+205.2%
-73.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.5% | -1.5% |
| 7D | -4.3% | -0.6% | -3.7% | -3.7% |
| 30D | +16.2% | +3.6% | +12.6% | +12.2% |
| 3M | -0.8% | +2.7% | -3.5% | -3.3% |
| 6M | +1.2% | +13.2% | -12.0% | -10.6% |
| YTD | +0.5% | +26.8% | -26.3% | -20.8% |
| 1Y | -2.9% | +29.3% | -32.2% | -24.9% |
| 3Y | +37.3% | +85.1% | -47.8% | -26.7% |
| 5Y | +48.8% | +74.2% | -25.4% | -14.7% |
| 10Y | +131.4% | +204.6% | -73.2% | -33.6% |
| All | +131.4% | +205.2% | -73.8% | -33.6% |
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