+2,723.0%
VRT vs IWD
+145.7%
+2,577.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.0% | +5.2% |
| 7D | +9.1% | -0.3% | +9.4% | +9.5% |
| 30D | +0.9% | +0.6% | +0.3% | 0.0% |
| 3M | -13.4% | +7.2% | -20.6% | -20.4% |
| 6M | +11.7% | +16.2% | -4.5% | -6.4% |
| YTD | +73.2% | +23.3% | +49.9% | +35.5% |
| 1Y | +123.4% | +29.6% | +93.9% | +65.2% |
| 3Y | +606.2% | +70.5% | +535.7% | +293.8% |
| 5Y | +899.9% | +73.5% | +826.4% | +470.4% |
| All | +2,723.0% | +145.7% | +2,577.4% | +1,072.5% |
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