+53.5%
IWF vs VIK
+225.1%
-171.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.4% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -1.7% | -18.4% | +16.7% | +4.1% |
| 3M | +0.7% | -8.8% | +9.4% | +3.0% |
| 6M | +8.6% | +17.1% | -8.6% | +1.8% |
| YTD | +3.5% | +19.0% | -15.5% | -3.9% |
| 1Y | +7.0% | +30.1% | -23.1% | -4.0% |
| All | +53.5% | +225.1% | -171.6% | +7.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VIK.
Daily Out/Under-Performance
Portfolio return minus VIK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VIK 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 10y: compounded portfolio wealth divided by compounded VIK 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…
10y analysis · Full analysis span regression · 6 months rolling