+121.0%
VTR vs IWD
+203.0%
-82.0%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -1.1% |
| 7D | +0.2% | +2.3% | -2.1% | -2.3% |
| 30D | +5.5% | +3.6% | +1.9% | +1.3% |
| 3M | -0.9% | +2.2% | -3.1% | -3.4% |
| 6M | -0.4% | +13.0% | -13.4% | -13.5% |
| YTD | +17.0% | +26.5% | -9.5% | -11.0% |
| 1Y | +18.0% | +30.1% | -12.2% | -13.3% |
| 3Y | +127.4% | +84.9% | +42.5% | +7.7% |
| 5Y | +92.3% | +73.4% | +18.9% | -1.8% |
| All | +121.0% | +203.0% | -82.0% | -32.9% |
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