+297.8%
VTI vs IWD
+203.8%
+94.0%
-35.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.1% |
| 30D | -1.4% | -0.8% | -0.6% | -0.6% |
| 3M | +3.6% | +6.9% | -3.3% | -3.1% |
| 6M | +13.6% | +18.3% | -4.7% | -3.8% |
| YTD | +12.9% | +22.4% | -9.4% | -7.6% |
| 1Y | +17.2% | +27.4% | -10.2% | -7.8% |
| 3Y | +75.7% | +71.2% | +4.5% | +3.5% |
| 5Y | +75.4% | +75.7% | -0.3% | +1.5% |
| All | +297.8% | +203.8% | +94.0% | +39.8% |
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 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