+934.5%
VTI vs IWD
+698.8%
+235.8%
-55.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | 0.0% | -0.4% | -0.4% |
| 7D | -0.4% | +1.6% | -2.0% | -1.9% |
| 30D | -3.2% | +3.6% | -6.8% | -6.4% |
| 3M | -2.9% | +2.0% | -5.0% | -4.8% |
| 6M | +2.4% | +13.1% | -10.7% | -9.0% |
| YTD | +11.2% | +26.2% | -15.0% | -11.0% |
| 1Y | +11.6% | +29.6% | -18.0% | -12.9% |
| 3Y | +76.6% | +84.3% | -7.7% | -1.3% |
| 5Y | +65.3% | +73.4% | -8.2% | -1.4% |
| 10Y | +289.1% | +202.4% | +86.6% | +36.7% |
| All | +934.5% | +698.8% | +235.8% | +47.4% |
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