+79.3%
IWF vs VO
+57.7%
+21.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | +0.3% |
| 7D | +1.5% | +0.6% | +0.9% | +0.9% |
| 30D | -1.3% | -1.1% | -0.2% | -0.2% |
| 3M | +0.1% | +4.5% | -4.4% | -4.2% |
| 6M | +10.3% | +11.1% | -0.8% | -0.7% |
| YTD | +4.2% | +13.5% | -9.4% | -8.4% |
| 1Y | +9.3% | +14.5% | -5.2% | -4.8% |
| 3Y | +79.3% | +58.1% | +21.2% | +18.0% |
| All | +79.3% | +57.7% | +21.6% | +18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside VO.
Daily Out/Under-Performance
Portfolio return minus VO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VO 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 VO 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