+5.2%
VUG vs IWD
+33.0%
-27.9%
-15.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | -0.9% |
| 7D | -3.0% | +2.5% | -5.5% | -5.3% |
| 30D | -6.4% | +6.0% | -12.4% | -11.5% |
| 3M | -3.2% | +3.8% | -7.0% | -6.6% |
| 6M | +3.1% | +16.3% | -13.2% | -11.1% |
| YTD | +6.3% | +27.5% | -21.2% | -16.4% |
| 1Y | +5.2% | +32.8% | -27.6% | -20.8% |
| All | +5.2% | +33.0% | -27.9% | -20.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling