+65.5%
IWF vs VMC
+35.0%
+30.5%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -1.0% |
| 7D | +2.8% | -1.3% | +4.1% | +3.2% |
| 30D | -7.5% | +15.5% | -23.0% | -11.4% |
| 3M | -8.5% | +0.6% | -9.1% | -8.7% |
| 6M | -7.4% | +2.1% | -9.5% | -8.8% |
| YTD | -2.6% | -1.6% | -1.1% | -4.2% |
| 1Y | -1.8% | -1.2% | -0.7% | -3.6% |
| 3Y | +65.5% | +35.3% | +30.1% | +42.3% |
| All | +65.5% | +35.0% | +30.5% | +42.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling