+95.0%
VTR vs IWD
+202.0%
-107.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | 0.0% | +0.1% |
| 7D | -2.9% | -1.2% | -1.7% | -1.6% |
| 30D | -2.8% | -1.6% | -1.1% | -1.0% |
| 3M | +9.0% | +7.0% | +2.0% | +0.8% |
| 6M | +5.0% | +17.0% | -12.0% | -12.4% |
| YTD | +16.9% | +21.6% | -4.7% | -6.9% |
| 1Y | +34.3% | +28.0% | +6.3% | +0.5% |
| 3Y | +131.6% | +70.6% | +61.0% | +21.2% |
| 5Y | +88.0% | +73.3% | +14.7% | -4.3% |
| All | +95.0% | +202.0% | -107.0% | -38.2% |
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