+1,142.5%
IWF vs VO
+825.5%
+317.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.9% | +0.5% | +0.4% |
| 7D | +5.3% | +2.9% | +2.3% | +2.6% |
| 30D | -8.6% | +1.0% | -9.6% | -9.3% |
| 3M | -6.5% | -1.7% | -4.8% | -5.0% |
| 6M | -5.6% | +6.7% | -12.3% | -10.7% |
| YTD | -1.5% | +14.0% | -15.5% | -12.1% |
| 1Y | -2.8% | +13.7% | -16.5% | -13.1% |
| 3Y | +67.1% | +65.8% | +1.3% | +8.1% |
| 5Y | +57.6% | +36.6% | +21.0% | +21.4% |
| 10Y | +390.4% | +198.9% | +191.4% | +96.6% |
| All | +1,142.5% | +825.5% | +317.0% | +97.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling