+61.8%
VNQ vs IWD
+203.8%
-142.0%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -1.3% | -0.8% | -0.5% | -0.5% |
| 30D | -2.6% | -0.8% | -1.7% | -1.8% |
| 3M | -2.0% | +6.9% | -8.9% | -8.1% |
| 6M | +4.3% | +18.3% | -14.0% | -11.3% |
| YTD | +9.2% | +22.4% | -13.1% | -10.2% |
| 1Y | +5.6% | +27.4% | -21.8% | -16.5% |
| 3Y | +30.8% | +71.2% | -40.3% | -22.1% |
| 5Y | +8.0% | +75.7% | -67.7% | -37.1% |
| All | +61.8% | +203.8% | -142.0% | -40.7% |
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