+97.3%
VTR vs IWD
+201.1%
-103.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.5% |
| 7D | -1.8% | -2.3% | +0.5% | +0.8% |
| 30D | +4.0% | -1.8% | +5.8% | +6.0% |
| 3M | +7.8% | +8.0% | -0.2% | -1.2% |
| 6M | +6.4% | +17.0% | -10.6% | -11.3% |
| YTD | +18.3% | +21.3% | -3.0% | -5.5% |
| 1Y | +33.9% | +27.9% | +6.0% | +0.3% |
| 3Y | +134.3% | +70.1% | +64.3% | +23.0% |
| 5Y | +90.3% | +74.2% | +16.1% | -3.8% |
| All | +97.3% | +201.1% | -103.8% | -37.3% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling