+52.3%
IWF vs VIK
+221.3%
-169.0%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VIK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -1.7% | -1.8% | +0.1% | -1.2% |
| 30D | -1.8% | -17.3% | +15.4% | +3.5% |
| 3M | +1.5% | -5.1% | +6.5% | +2.5% |
| 6M | +7.7% | +16.2% | -8.5% | +1.2% |
| YTD | +2.7% | +17.6% | -14.9% | -4.4% |
| 1Y | +6.8% | +33.5% | -26.8% | -5.3% |
| All | +52.3% | +221.3% | -169.0% | +6.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling