+60.5%
VZ vs IWD
+197.9%
-137.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.6% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +7.9% | +0.6% | +7.3% | +7.6% |
| 3M | +13.6% | +7.2% | +6.4% | +9.7% |
| 6M | +1.1% | +16.2% | -15.1% | -6.4% |
| YTD | +29.3% | +23.3% | +6.0% | +16.0% |
| 1Y | +21.2% | +29.6% | -8.3% | +6.0% |
| 3Y | +75.9% | +70.5% | +5.4% | +32.2% |
| 5Y | +24.1% | +73.5% | -49.4% | -8.2% |
| All | +60.5% | +197.9% | -137.4% | -13.7% |
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