+73.4%
IWF vs VIG
+61.5%
+11.9%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2021-09-10 to 2026-09-10.
| Period | Portfolio | VIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.5% | -0.3% |
| 7D | -1.7% | -2.2% | +0.5% | +1.1% |
| 30D | -1.8% | -3.2% | +1.4% | +2.3% |
| 3M | +1.5% | +3.0% | -1.6% | -2.4% |
| 6M | +7.7% | +8.1% | -0.4% | -2.6% |
| YTD | +2.7% | +9.1% | -6.3% | -8.1% |
| 1Y | +6.8% | +12.6% | -5.8% | -8.3% |
| 3Y | +76.9% | +55.4% | +21.5% | +0.3% |
| 5Y | +73.4% | +62.8% | +10.6% | -5.7% |
| All | +73.4% | +61.5% | +11.9% | -5.7% |
Cumulative growth
Daily Returns
Daily percentage return beside VIG.
Daily Out/Under-Performance
Portfolio return minus VIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIG 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 2021-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VIG 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…
2021-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling