+73.6%
IWF vs VMC
+48.3%
+25.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.3% | +2.8% | +1.0% |
| 7D | +0.5% | -5.3% | +5.9% | +2.9% |
| 30D | -1.4% | -12.3% | +10.9% | +4.2% |
| 3M | +0.4% | -10.3% | +10.7% | +4.4% |
| 6M | +8.5% | -8.6% | +17.0% | +11.1% |
| YTD | +3.7% | -11.9% | +15.6% | +6.9% |
| 1Y | +8.5% | -13.9% | +22.4% | +12.9% |
| 3Y | +78.5% | +18.2% | +60.4% | +52.5% |
| 5Y | +73.6% | +47.7% | +25.9% | +28.8% |
| All | +73.6% | +48.3% | +25.4% | +28.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling