+671.1%
IWF vs VFC
+517.0%
+154.1%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.2% | -4.4% | -2.0% |
| 7D | +2.8% | +1.6% | +1.2% | +2.3% |
| 30D | -7.5% | +25.5% | -33.0% | -13.4% |
| 3M | -8.5% | +41.3% | -49.8% | -17.3% |
| 6M | -7.4% | +22.2% | -29.6% | -13.8% |
| YTD | -2.6% | +16.4% | -19.0% | -9.0% |
| 1Y | -1.8% | +38.4% | -40.3% | -13.2% |
| 3Y | +65.5% | +56.2% | +9.2% | +22.7% |
| 5Y | +55.8% | -68.2% | +124.0% | +91.7% |
| 10Y | +384.9% | -48.4% | +433.2% | +357.9% |
| All | +671.1% | +517.0% | +154.1% | +187.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling