+377.4%
VT vs IWD
+448.8%
-71.3%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.7% | +0.6% |
| 7D | +0.4% | -0.3% | +0.7% | +0.7% |
| 30D | +1.0% | +0.6% | +0.4% | +0.4% |
| 3M | +2.4% | +7.2% | -4.8% | -4.2% |
| 6M | +12.0% | +16.2% | -4.2% | -2.9% |
| YTD | +15.3% | +23.3% | -8.0% | -5.5% |
| 1Y | +22.6% | +29.6% | -7.0% | -4.2% |
| 3Y | +74.7% | +70.5% | +4.2% | +5.1% |
| 5Y | +66.1% | +73.5% | -7.3% | -1.5% |
| 10Y | +225.0% | +198.3% | +26.7% | +12.9% |
| All | +377.4% | +448.8% | -71.3% | -12.1% |
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