+1,740.6%
VRT vs IWD
+146.4%
+1,594.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.4% | +3.8% | +3.9% |
| 7D | -21.4% | -0.5% | -20.9% | -21.0% |
| 30D | -25.8% | +2.7% | -28.5% | -28.4% |
| 3M | -33.5% | +0.9% | -34.4% | -34.5% |
| 6M | -49.0% | +10.5% | -59.6% | -54.9% |
| YTD | +12.9% | +23.7% | -10.8% | -12.1% |
| 1Y | 0.0% | +28.7% | -28.7% | -25.6% |
| 3Y | +361.8% | +79.7% | +282.1% | +142.1% |
| 5Y | +565.1% | +69.7% | +495.5% | +285.2% |
| All | +1,740.6% | +146.4% | +1,594.2% | +660.8% |
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