+73.6%
IWF vs VO
+42.2%
+31.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.4% | +0.4% |
| 7D | +0.5% | -0.6% | +1.1% | +1.2% |
| 30D | -1.4% | -1.9% | +0.5% | +0.6% |
| 3M | +0.4% | +3.3% | -2.8% | -2.8% |
| 6M | +8.5% | +9.7% | -1.2% | -1.5% |
| YTD | +3.7% | +12.6% | -8.9% | -8.5% |
| 1Y | +8.5% | +13.6% | -5.2% | -5.3% |
| 3Y | +78.5% | +56.8% | +21.7% | +10.9% |
| 5Y | +73.6% | +42.3% | +31.4% | +20.2% |
| All | +73.6% | +42.2% | +31.4% | +20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling