+688.8%
VRT vs IWD
+73.1%
+615.7%
-69.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.4% | +1.9% | +2.3% |
| 7D | +18.6% | +1.7% | +16.9% | +15.1% |
| 30D | -11.7% | +3.2% | -14.9% | -17.1% |
| 3M | -27.3% | +2.3% | -29.6% | -30.7% |
| 6M | -42.9% | +12.9% | -55.8% | -55.1% |
| YTD | +29.5% | +26.2% | +3.3% | -17.0% |
| 1Y | +21.0% | +28.3% | -7.2% | -24.5% |
| 3Y | +403.1% | +84.4% | +318.7% | +56.8% |
| 5Y | +688.8% | +73.0% | +615.8% | +187.7% |
| All | +688.8% | +73.1% | +615.7% | +187.7% |
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