+578.1%
VRSK vs IWD
+566.5%
+11.6%
-50.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -0.8% | -4.7% | -5.0% |
| 7D | -9.7% | -0.2% | -9.5% | -9.6% |
| 30D | -8.5% | -0.8% | -7.7% | -8.0% |
| 3M | -1.7% | +8.0% | -9.7% | -6.8% |
| 6M | -17.9% | +18.2% | -36.1% | -27.1% |
| YTD | -21.1% | +22.3% | -43.5% | -31.7% |
| 1Y | -35.1% | +28.9% | -64.0% | -45.9% |
| 3Y | -26.7% | +71.5% | -98.2% | -50.5% |
| 5Y | -12.0% | +73.6% | -85.6% | -41.1% |
| 10Y | +122.9% | +194.7% | -71.8% | +3.5% |
| All | +578.1% | +566.5% | +11.6% | +114.3% |
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 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