-11.1%
VRSK vs IWD
+74.6%
-85.7%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.9% | -0.7% | -0.4% |
| 7D | -5.2% | -0.8% | -4.4% | -4.7% |
| 30D | -2.3% | -0.8% | -1.5% | -1.7% |
| 3M | -2.9% | +6.9% | -9.8% | -7.0% |
| 6M | -12.8% | +18.3% | -31.1% | -22.3% |
| YTD | -20.8% | +22.4% | -43.2% | -31.2% |
| 1Y | -33.2% | +27.4% | -60.6% | -43.7% |
| 3Y | -26.6% | +71.2% | -97.7% | -51.5% |
| All | -11.1% | +74.6% | -85.7% | -42.2% |
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