+75.1%
IWF vs VICR
+57.6%
+17.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +11.2% | -10.4% | -0.7% |
| 7D | -0.9% | +5.0% | -5.9% | -1.6% |
| 30D | -1.7% | -12.5% | +10.7% | -0.4% |
| 3M | +0.7% | -33.6% | +34.3% | +4.7% |
| 6M | +8.6% | +10.7% | -2.1% | +3.2% |
| YTD | +3.5% | +80.6% | -77.1% | -9.0% |
| 1Y | +7.0% | +288.4% | -281.3% | -16.9% |
| 3Y | +76.3% | +213.8% | -137.5% | +34.2% |
| All | +75.1% | +57.6% | +17.4% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling