+407.5%
VUG vs IWD
+202.4%
+205.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | +0.2% |
| 7D | +4.4% | +1.7% | +2.7% | +2.7% |
| 30D | -7.3% | +3.2% | -10.6% | -10.1% |
| 3M | -4.2% | +2.3% | -6.5% | -6.3% |
| 6M | -1.6% | +12.9% | -14.5% | -12.7% |
| YTD | +4.9% | +26.2% | -21.4% | -16.6% |
| 1Y | +3.8% | +28.3% | -24.5% | -18.8% |
| 3Y | +79.4% | +84.4% | -5.0% | -1.4% |
| 5Y | +63.9% | +73.0% | -9.1% | -3.1% |
| All | +407.5% | +202.4% | +205.1% | +85.7% |
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 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