+1,155.8%
VUG vs IWD
+623.2%
+532.7%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.4% | +1.3% | +1.2% |
| 7D | -3.4% | -0.5% | -2.9% | -2.9% |
| 30D | -11.1% | +2.7% | -13.8% | -13.2% |
| 3M | -7.2% | +0.9% | -8.1% | -8.0% |
| 6M | -4.1% | +10.5% | -14.7% | -12.5% |
| YTD | +1.4% | +23.7% | -22.3% | -16.4% |
| 1Y | +1.9% | +28.7% | -26.8% | -18.9% |
| 3Y | +77.7% | +79.7% | -2.0% | +5.0% |
| 5Y | +57.6% | +69.7% | -12.1% | -0.5% |
| 10Y | +398.6% | +211.4% | +187.2% | +84.1% |
| All | +1,155.8% | +623.2% | +532.7% | +123.0% |
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