+25.5%
VZ vs IWD
+73.6%
-48.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +10.0% |
| 6M | +1.1% | +16.2% | -15.1% | -5.8% |
| YTD | +29.3% | +23.3% | +6.0% | +16.8% |
| 1Y | +21.2% | +29.6% | -8.3% | +6.7% |
| 3Y | +75.9% | +70.5% | +5.4% | +32.4% |
| All | +25.5% | +73.6% | -48.2% | -7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling