+8,556.8%
VTR vs IWD
+745.7%
+7,811.2%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | +3.8% | +1.6% | +2.2% | +2.0% |
| 30D | +10.1% | +3.6% | +6.5% | +6.0% |
| 3M | -1.2% | +2.0% | -3.2% | -3.4% |
| 6M | +4.8% | +13.1% | -8.3% | -8.5% |
| YTD | +18.9% | +26.2% | -7.3% | -8.1% |
| 1Y | +21.8% | +29.6% | -7.7% | -8.6% |
| 3Y | +132.0% | +84.3% | +47.7% | +17.0% |
| 5Y | +94.7% | +73.4% | +21.2% | +4.8% |
| 10Y | +136.8% | +202.5% | -65.6% | -25.7% |
| All | +8,556.8% | +745.7% | +7,811.2% | +1,104.9% |
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 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