+79.3%
IWF vs VFC
-25.9%
+105.3%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.9% | +1.5% | -0.1% |
| 7D | +1.5% | +0.8% | +0.7% | +1.4% |
| 30D | -1.3% | -11.9% | +10.7% | +0.2% |
| 3M | +0.1% | -20.2% | +20.3% | +2.5% |
| 6M | +10.3% | -23.0% | +33.2% | +13.1% |
| YTD | +4.2% | -26.2% | +30.4% | +7.2% |
| 1Y | +9.3% | -13.3% | +22.6% | +9.9% |
| 3Y | +79.3% | -25.5% | +104.8% | +72.6% |
| All | +79.3% | -25.9% | +105.3% | +72.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling