+56.0%
IWF vs VMC
+42.8%
+13.1%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.6% | -0.9% |
| 7D | +2.8% | -1.3% | +4.1% | +3.4% |
| 30D | -7.5% | +15.5% | -23.0% | -13.4% |
| 3M | -8.5% | +0.6% | -9.1% | -9.1% |
| 6M | -7.4% | +2.1% | -9.5% | -9.5% |
| YTD | -2.6% | -1.6% | -1.1% | -4.6% |
| 1Y | -1.8% | -1.2% | -0.7% | -4.1% |
| 3Y | +65.5% | +35.3% | +30.1% | +31.2% |
| All | +56.0% | +42.8% | +13.1% | +13.8% |
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