+10.1%
IWF vs VMC
-8.5%
+18.6%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.9% | -0.9% | -0.1% |
| 7D | +0.5% | -4.3% | +4.9% | +1.1% |
| 30D | -0.4% | -8.2% | +7.9% | +0.7% |
| 3M | -2.6% | -7.0% | +4.4% | -2.2% |
| 6M | +9.1% | -10.8% | +19.9% | +9.6% |
| YTD | +4.5% | -7.4% | +11.9% | +3.1% |
| 1Y | +10.1% | -9.5% | +19.6% | +9.6% |
| All | +10.1% | -8.5% | +18.6% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VMC.
Daily Out/Under-Performance
Portfolio return minus VMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VMC 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 1y: compounded portfolio wealth divided by compounded VMC 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…
1y analysis · Full analysis span regression · 6 months rolling