+740.0%
VTV vs IWD
+639.6%
+100.4%
-59.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.2% | 0.0% | 0.0% |
| 7D | +2.9% | +2.3% | +0.6% | +0.7% |
| 30D | +3.8% | +3.6% | +0.2% | +0.3% |
| 3M | +1.6% | +2.2% | -0.6% | -0.5% |
| 6M | +11.2% | +13.0% | -1.8% | -1.2% |
| YTD | +22.0% | +26.5% | -4.5% | -2.9% |
| 1Y | +24.9% | +30.1% | -5.3% | -3.3% |
| 3Y | +78.5% | +84.9% | -6.4% | -1.7% |
| 5Y | +77.8% | +73.4% | +4.4% | +3.8% |
| 10Y | +231.1% | +204.0% | +27.0% | +11.8% |
| All | +740.0% | +639.6% | +100.4% | +23.8% |
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