+6.8%
IWF vs VMC
-13.8%
+20.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.2% | -1.0% |
| 7D | -1.7% | -3.7% | +2.0% | -1.2% |
| 30D | -1.8% | -12.8% | +10.9% | -0.1% |
| 3M | +1.5% | -7.9% | +9.4% | +1.9% |
| 6M | +7.7% | -7.5% | +15.2% | +7.7% |
| YTD | +2.7% | -11.6% | +14.3% | +1.9% |
| 1Y | +6.8% | -14.3% | +21.0% | +6.7% |
| All | +6.8% | -13.8% | +20.5% | +6.7% |
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