+1,128.6%
IWF vs VO
+825.6%
+303.0%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | 0.0% | -1.1% | -1.1% |
| 7D | +2.8% | +3.1% | -0.3% | +0.1% |
| 30D | -7.5% | +2.2% | -9.7% | -9.2% |
| 3M | -8.5% | -2.5% | -6.0% | -6.3% |
| 6M | -7.4% | +7.0% | -14.4% | -12.5% |
| YTD | -2.6% | +14.0% | -16.6% | -13.1% |
| 1Y | -1.8% | +15.6% | -17.5% | -13.5% |
| 3Y | +65.5% | +66.2% | -0.7% | +6.8% |
| 5Y | +55.8% | +36.6% | +19.2% | +20.0% |
| 10Y | +384.9% | +199.0% | +185.9% | +94.4% |
| All | +1,128.6% | +825.6% | +303.0% | +94.9% |
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