+76.6%
IWF vs VCLT
+12.6%
+64.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.3% |
| 7D | +0.5% | 0.0% | +0.5% | +0.5% |
| 30D | -1.4% | +0.1% | -1.5% | -1.4% |
| 3M | +0.4% | -2.9% | +3.3% | +2.1% |
| 6M | +8.5% | -4.0% | +12.4% | +10.8% |
| YTD | +3.7% | -2.2% | +5.9% | +5.0% |
| 1Y | +8.5% | -2.6% | +11.1% | +10.1% |
| All | +76.6% | +12.6% | +64.0% | +64.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VCLT.
Daily Out/Under-Performance
Portfolio return minus VCLT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VCLT 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 3y: compounded portfolio wealth divided by compounded VCLT 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…
3y analysis · Full analysis span regression · 6 months rolling