+1,917.9%
VRT vs IWD
+151.3%
+1,766.5%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.6% | +2.0% | +7.6% | +7.1% |
| 7D | -10.6% | +1.3% | -11.9% | -12.0% |
| 30D | -17.4% | +3.6% | -21.0% | -21.0% |
| 3M | -26.4% | +2.3% | -28.7% | -28.6% |
| 6M | -41.0% | +13.0% | -54.0% | -49.2% |
| YTD | +23.8% | +26.2% | -2.4% | -5.8% |
| 1Y | +11.6% | +30.5% | -18.8% | -18.2% |
| 3Y | +403.5% | +86.2% | +317.3% | +153.6% |
| 5Y | +647.0% | +72.9% | +574.2% | +323.2% |
| All | +1,917.9% | +151.3% | +1,766.5% | +715.0% |
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