+409.4%
IWF vs VMC
+154.4%
+255.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -1.7% | -3.7% | +2.0% | -0.5% |
| 30D | -1.8% | -12.8% | +10.9% | +2.5% |
| 3M | +1.5% | -7.9% | +9.4% | +3.6% |
| 6M | +7.7% | -7.5% | +15.2% | +9.5% |
| YTD | +2.7% | -11.6% | +14.3% | +5.5% |
| 1Y | +6.8% | -14.3% | +21.0% | +10.6% |
| 3Y | +76.9% | +18.5% | +58.4% | +62.6% |
| 5Y | +73.4% | +46.8% | +26.6% | +47.9% |
| All | +409.4% | +154.4% | +255.0% | +266.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling