+392.5%
VNQ vs IWD
+599.1%
-206.6%
-73.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | +0.1% |
| 7D | -1.3% | -0.3% | -1.0% | -0.9% |
| 30D | -2.9% | +0.6% | -3.5% | -3.6% |
| 3M | +0.8% | +7.2% | -6.4% | -7.3% |
| 6M | +2.5% | +16.2% | -13.7% | -14.3% |
| YTD | +10.6% | +23.3% | -12.7% | -13.9% |
| 1Y | +9.1% | +29.6% | -20.5% | -20.0% |
| 3Y | +31.0% | +70.5% | -39.4% | -30.8% |
| 5Y | +4.9% | +73.5% | -68.6% | -45.9% |
| 10Y | +59.5% | +198.3% | -138.9% | -59.5% |
| All | +392.5% | +599.1% | -206.6% | -53.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling