+6.6%
VNQ vs IWD
+72.9%
-66.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.5% | -0.5% |
| 7D | -0.9% | -1.2% | +0.3% | +0.3% |
| 30D | -2.2% | -1.6% | -0.6% | -0.6% |
| 3M | -1.9% | +7.0% | -8.9% | -8.4% |
| 6M | +3.2% | +17.0% | -13.7% | -11.9% |
| YTD | +9.4% | +21.6% | -12.2% | -10.4% |
| 1Y | +7.5% | +28.0% | -20.5% | -16.5% |
| 3Y | +31.1% | +70.6% | -39.5% | -25.1% |
| 5Y | +6.6% | +73.3% | -66.8% | -39.6% |
| All | +6.6% | +72.9% | -66.4% | -39.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling