+132.8%
VTR vs IWD
+71.7%
+61.2%
-16.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | 0.0% |
| 7D | -2.4% | -0.2% | -2.2% | -2.3% |
| 30D | -3.7% | -0.8% | -3.0% | -3.3% |
| 3M | +13.5% | +8.0% | +5.5% | +8.4% |
| 6M | +7.2% | +18.2% | -11.0% | -3.4% |
| YTD | +17.6% | +22.3% | -4.8% | +3.4% |
| 1Y | +35.4% | +28.9% | +6.5% | +14.6% |
| 3Y | +132.8% | +71.5% | +61.3% | +40.2% |
| All | +132.8% | +71.7% | +61.2% | +40.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling