-33.3%
VRSK vs IWD
+27.8%
-61.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | -7.7% | -2.3% | -5.4% | -7.7% |
| 30D | -2.8% | -1.8% | -1.0% | -2.8% |
| 3M | -3.7% | +8.0% | -11.7% | -2.8% |
| 6M | -12.8% | +17.0% | -29.7% | -12.7% |
| YTD | -21.0% | +21.3% | -42.2% | -22.0% |
| All | -33.3% | +27.8% | -61.2% | -35.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling