+741.9%
VTV vs IWD
+641.0%
+100.9%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.4% | +0.6% | +0.6% |
| 7D | -0.4% | -0.6% | +0.2% | +0.2% |
| 30D | +3.9% | +3.6% | +0.3% | +0.4% |
| 3M | +2.6% | +2.7% | -0.1% | 0.0% |
| 6M | +11.5% | +13.2% | -1.7% | -1.1% |
| YTD | +22.3% | +26.8% | -4.5% | -2.9% |
| 1Y | +24.5% | +29.3% | -4.8% | -2.9% |
| 3Y | +78.8% | +85.1% | -6.4% | -1.7% |
| 5Y | +78.6% | +74.2% | +4.4% | +3.8% |
| 10Y | +231.8% | +204.6% | +27.2% | +11.9% |
| All | +741.9% | +641.0% | +100.9% | +23.9% |
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