+10.1%
IWF vs VICR
+272.1%
-262.0%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.5% | -5.5% | -0.5% |
| 7D | +0.5% | +0.4% | +0.1% | +0.5% |
| 30D | -0.4% | -13.9% | +13.5% | +0.7% |
| 3M | -2.6% | -38.4% | +35.8% | +0.5% |
| 6M | +9.1% | -7.2% | +16.4% | +7.0% |
| YTD | +4.5% | +72.0% | -67.6% | -1.1% |
| 1Y | +10.1% | +263.3% | -253.2% | -0.7% |
| All | +10.1% | +272.1% | -262.0% | -0.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VICR.
Daily Out/Under-Performance
Portfolio return minus VICR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VICR 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 VICR 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