+213.0%
VT vs IWD
+208.6%
+4.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.6% | -1.5% | -1.7% |
| 7D | -4.2% | -0.9% | -3.3% | -3.3% |
| 30D | -5.8% | +2.6% | -8.4% | -8.0% |
| 3M | -5.2% | +1.2% | -6.5% | -6.3% |
| 6M | +0.1% | +12.1% | -12.0% | -9.9% |
| YTD | +8.2% | +24.1% | -15.9% | -11.2% |
| 1Y | +10.1% | +28.5% | -18.4% | -12.5% |
| 3Y | +69.7% | +79.5% | -9.8% | -0.7% |
| 5Y | +53.4% | +70.3% | -16.9% | -5.7% |
| All | +213.0% | +208.6% | +4.3% | +19.2% |
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