+396.2%
VUG vs IWD
+203.8%
+192.4%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.8% | -0.8% |
| 7D | -1.2% | +1.6% | -2.8% | -2.6% |
| 30D | -8.9% | +3.6% | -12.5% | -11.9% |
| 3M | -5.9% | +2.0% | -8.0% | -7.7% |
| 6M | -3.3% | +13.1% | -16.3% | -14.3% |
| YTD | +3.4% | +26.2% | -22.8% | -17.7% |
| 1Y | +1.9% | +29.6% | -27.7% | -21.0% |
| 3Y | +76.9% | +84.3% | -7.4% | -2.7% |
| 5Y | +63.9% | +73.4% | -9.6% | -3.3% |
| 10Y | +396.2% | +202.4% | +193.8% | +83.7% |
| All | +396.2% | +203.8% | +192.4% | +83.7% |
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