+78.7%
VNQ vs IWD
+203.0%
-124.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.2% | -0.2% | -0.2% |
| 7D | +0.8% | +2.3% | -1.5% | -1.4% |
| 30D | +6.8% | +3.6% | +3.2% | +3.3% |
| 3M | -1.3% | +2.2% | -3.4% | -3.3% |
| 6M | +2.4% | +13.0% | -10.6% | -9.0% |
| YTD | +12.1% | +26.5% | -14.4% | -10.7% |
| 1Y | +12.0% | +30.1% | -18.2% | -13.2% |
| 3Y | +44.8% | +84.9% | -40.1% | -20.2% |
| 5Y | +6.9% | +73.4% | -66.5% | -37.1% |
| All | +78.7% | +203.0% | -124.3% | -33.4% |
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