+1,250.4%
VUG vs IWD
+621.0%
+629.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.1% |
| 7D | -0.1% | -0.3% | +0.2% | +0.1% |
| 30D | -0.3% | +0.6% | -0.9% | -0.9% |
| 3M | -0.7% | +7.2% | -7.9% | -6.8% |
| 6M | +14.6% | +16.2% | -1.6% | +0.1% |
| YTD | +9.0% | +23.3% | -14.3% | -9.8% |
| 1Y | +14.9% | +29.6% | -14.7% | -9.2% |
| 3Y | +86.0% | +70.5% | +15.6% | +15.2% |
| 5Y | +76.7% | +73.5% | +3.2% | +9.4% |
| 10Y | +411.3% | +198.3% | +213.0% | +95.9% |
| All | +1,250.4% | +621.0% | +629.4% | +140.4% |
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