+123.5%
VRSK vs IWD
+201.1%
-77.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.0% |
| 7D | -7.7% | -2.3% | -5.4% | -6.1% |
| 30D | -2.8% | -1.8% | -1.0% | -1.5% |
| 3M | -3.7% | +8.0% | -11.7% | -9.2% |
| 6M | -12.8% | +17.0% | -29.7% | -22.9% |
| YTD | -21.0% | +21.3% | -42.2% | -32.2% |
| 1Y | -32.5% | +27.9% | -60.4% | -44.5% |
| 3Y | -26.5% | +70.1% | -96.6% | -52.5% |
| 5Y | -11.5% | +74.2% | -85.7% | -44.0% |
| All | +123.5% | +201.1% | -77.6% | -8.4% |
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