+1,102.9%
IWF vs VCLT
+103.3%
+999.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VCLT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | +1.5% | +0.3% | +1.2% | +1.4% |
| 30D | -1.3% | -0.6% | -0.7% | -1.1% |
| 3M | +0.1% | -2.2% | +2.4% | +0.7% |
| 6M | +10.3% | -2.9% | +13.2% | +11.1% |
| YTD | +4.2% | -2.1% | +6.2% | +4.7% |
| 1Y | +9.3% | -2.6% | +11.9% | +10.0% |
| 3Y | +79.3% | +12.5% | +66.8% | +74.9% |
| 5Y | +73.8% | -15.3% | +89.1% | +72.8% |
| 10Y | +410.9% | +16.6% | +394.3% | +433.1% |
| All | +1,102.9% | +103.3% | +999.5% | +1,576.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling