+713.5%
IWF vs VICR
+771.7%
-58.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VICR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.2% | +2.2% | -0.4% |
| 7D | -1.7% | -0.4% | -1.3% | -1.7% |
| 30D | -1.8% | -15.6% | +13.7% | +0.7% |
| 3M | +1.5% | -35.4% | +36.8% | +7.5% |
| 6M | +7.7% | +1.3% | +6.4% | +2.3% |
| YTD | +2.7% | +62.5% | -59.7% | -11.8% |
| 1Y | +6.8% | +255.5% | -248.7% | -22.2% |
| 3Y | +76.9% | +182.0% | -105.1% | +25.4% |
| 5Y | +73.4% | +42.9% | +30.5% | +27.9% |
| 10Y | +416.4% | +1,494.0% | -1,077.6% | +115.3% |
| All | +713.5% | +771.7% | -58.2% | +168.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling