+70.6%
VZ vs IWD
+203.8%
-133.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +2.4% | +1.6% | +0.8% | +1.5% |
| 30D | +11.2% | +3.6% | +7.6% | +9.2% |
| 3M | 0.0% | +2.0% | -2.1% | -1.1% |
| 6M | +1.3% | +13.1% | -11.8% | -4.9% |
| YTD | +21.3% | +26.2% | -4.9% | +7.5% |
| 1Y | +23.9% | +29.6% | -5.6% | +8.4% |
| 3Y | +57.7% | +84.3% | -26.6% | +13.8% |
| 5Y | +21.2% | +73.4% | -52.2% | -10.2% |
| 10Y | +70.6% | +202.4% | -131.9% | -5.6% |
| All | +70.6% | +203.8% | -133.2% | -5.6% |
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