+725.0%
VTV vs IWD
+621.0%
+104.0%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.4% | +0.4% |
| 7D | +0.5% | -0.3% | +0.8% | +0.8% |
| 30D | +1.1% | +0.6% | +0.5% | +0.5% |
| 3M | +5.9% | +7.2% | -1.3% | -1.1% |
| 6M | +11.6% | +16.2% | -4.6% | -3.5% |
| YTD | +19.8% | +23.3% | -3.5% | -2.3% |
| 1Y | +26.2% | +29.6% | -3.3% | -1.8% |
| 3Y | +68.5% | +70.5% | -2.0% | +0.3% |
| 5Y | +79.9% | +73.5% | +6.4% | +5.0% |
| 10Y | +229.7% | +198.3% | +31.4% | +13.4% |
| All | +725.0% | +621.0% | +104.0% | +24.7% |
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