-1.8%
IWF vs VFC
+37.3%
-39.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -1.5% |
| 7D | +2.8% | +1.6% | +1.2% | +2.6% |
| 30D | -7.5% | +25.5% | -33.0% | -10.2% |
| 3M | -8.5% | +41.3% | -49.8% | -12.7% |
| 6M | -7.4% | +22.2% | -29.6% | -10.3% |
| YTD | -2.6% | +16.4% | -19.0% | -5.4% |
| 1Y | -1.8% | +38.4% | -40.3% | -5.5% |
| All | -1.8% | +37.3% | -39.2% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC 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 1y: compounded portfolio wealth divided by compounded VFC 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…
1y analysis · Full analysis span regression · 6 months rolling