+228.7%
VTV vs IWD
+203.8%
+24.9%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.2% | -0.1% |
| 7D | -1.1% | -0.8% | -0.3% | -0.3% |
| 30D | -1.0% | -0.8% | -0.2% | -0.2% |
| 3M | +4.6% | +6.9% | -2.3% | -1.9% |
| 6M | +13.5% | +18.3% | -4.8% | -3.4% |
| YTD | +18.5% | +22.4% | -3.9% | -2.4% |
| 1Y | +22.9% | +27.4% | -4.5% | -2.7% |
| 3Y | +67.8% | +71.2% | -3.3% | +0.1% |
| 5Y | +81.8% | +75.7% | +6.1% | +5.3% |
| All | +228.7% | +203.8% | +24.9% | +13.6% |
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