-8.6%
IWF vs VLTO
+32.8%
-41.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | VLTO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.4% |
| 7D | -5.0% | +5.4% | -10.4% | -3.7% |
| 30D | -13.2% | +22.3% | -35.5% | -9.1% |
| 3M | -9.4% | +19.6% | -29.0% | -5.6% |
| 6M | -8.6% | +35.2% | -43.7% | -2.3% |
| All | -8.6% | +32.8% | -41.4% | -2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VLTO.
Daily Out/Under-Performance
Portfolio return minus VLTO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VLTO 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 6mo: compounded portfolio wealth divided by compounded VLTO 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…
6mo analysis · Full analysis span regression · 6 months rolling