+307.7%
VOO vs IWD
+203.8%
+103.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.4% | -0.4% |
| 7D | -0.6% | +1.6% | -2.2% | -2.0% |
| 30D | -3.6% | +3.6% | -7.2% | -6.9% |
| 3M | -2.7% | +2.0% | -4.8% | -4.6% |
| 6M | +2.2% | +13.1% | -10.8% | -9.3% |
| YTD | +10.9% | +26.2% | -15.3% | -11.6% |
| 1Y | +11.3% | +29.6% | -18.2% | -13.5% |
| 3Y | +76.9% | +84.3% | -7.4% | -2.3% |
| 5Y | +73.5% | +73.4% | +0.1% | +2.0% |
| 10Y | +307.7% | +202.4% | +105.2% | +44.3% |
| All | +307.7% | +203.8% | +103.9% | +44.3% |
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