+8,498.4%
VTR vs IWD
+726.5%
+7,771.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.7% | -1.3% | -1.3% |
| 7D | -1.7% | -0.3% | -1.4% | -1.4% |
| 30D | -2.4% | +0.6% | -3.0% | -3.1% |
| 3M | +14.8% | +7.2% | +7.6% | +6.2% |
| 6M | +5.3% | +16.2% | -10.9% | -10.7% |
| YTD | +18.1% | +23.3% | -5.2% | -6.3% |
| 1Y | +36.7% | +29.6% | +7.1% | +2.5% |
| 3Y | +130.1% | +70.5% | +59.6% | +26.5% |
| 5Y | +89.5% | +73.5% | +16.0% | +1.9% |
| 10Y | +87.4% | +198.3% | -110.9% | -40.3% |
| All | +8,498.4% | +726.5% | +7,771.9% | +1,127.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling