+213.7%
VT vs IWD
+207.5%
+6.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.6% |
| 7D | -2.3% | -0.5% | -1.9% | -1.9% |
| 30D | -5.0% | +2.7% | -7.6% | -7.2% |
| 3M | -4.9% | +0.9% | -5.8% | -5.7% |
| 6M | -1.5% | +10.5% | -12.1% | -10.2% |
| YTD | +8.5% | +23.7% | -15.2% | -10.7% |
| 1Y | +11.4% | +28.7% | -17.4% | -11.6% |
| 3Y | +70.1% | +79.7% | -9.6% | -0.6% |
| 5Y | +53.7% | +69.7% | -16.0% | -5.1% |
| All | +213.7% | +207.5% | +6.2% | +19.9% |
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