+133.5%
VTR vs IWD
+205.2%
-71.8%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.4% | -0.4% |
| 7D | +1.4% | -0.6% | +1.9% | +1.9% |
| 30D | +8.2% | +3.6% | +4.6% | +4.0% |
| 3M | +4.6% | +2.7% | +1.9% | +1.4% |
| 6M | +4.3% | +13.2% | -8.9% | -9.6% |
| YTD | +19.0% | +26.8% | -7.8% | -9.7% |
| 1Y | +21.6% | +29.3% | -7.6% | -10.0% |
| 3Y | +132.2% | +85.1% | +47.0% | +9.7% |
| 5Y | +94.4% | +74.2% | +20.2% | -1.4% |
| 10Y | +133.5% | +204.6% | -71.1% | -32.1% |
| All | +133.5% | +205.2% | -71.8% | -32.1% |
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 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