+905.2%
VRT vs IWD
+73.6%
+831.6%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +5.7% |
| 7D | +9.1% | -0.3% | +9.4% | +9.7% |
| 30D | +0.9% | +0.6% | +0.3% | -0.5% |
| 3M | -13.4% | +7.2% | -20.6% | -24.3% |
| 6M | +11.7% | +16.2% | -4.5% | -15.8% |
| YTD | +73.2% | +23.3% | +49.9% | +16.9% |
| 1Y | +123.4% | +29.6% | +93.9% | +37.6% |
| 3Y | +606.2% | +70.5% | +535.7% | +163.2% |
| All | +905.2% | +73.6% | +831.6% | +269.3% |
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 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