+65.5%
VZ vs IWD
+207.5%
-142.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.6% | -0.8% |
| 7D | +2.1% | -0.5% | +2.6% | +2.4% |
| 30D | +1.4% | +2.7% | -1.3% | 0.0% |
| 3M | -1.3% | +0.9% | -2.1% | -1.7% |
| 6M | -0.5% | +10.5% | -11.1% | -5.5% |
| YTD | +19.6% | +23.7% | -4.1% | +7.2% |
| 1Y | +22.4% | +28.7% | -6.4% | +7.4% |
| 3Y | +55.9% | +79.7% | -23.8% | +14.0% |
| 5Y | +20.4% | +69.7% | -49.3% | -9.8% |
| All | +65.5% | +207.5% | -142.0% | -2.2% |
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