+7.0%
IWF vs VRSK
-32.3%
+39.4%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | -0.9% | -5.2% | +4.2% | -1.3% |
| 30D | -1.7% | -2.3% | +0.6% | -1.9% |
| 3M | +0.7% | -2.9% | +3.6% | +0.2% |
| 6M | +8.6% | -12.8% | +21.4% | +7.8% |
| YTD | +3.5% | -20.8% | +24.3% | +2.0% |
| 1Y | +7.0% | -33.2% | +40.3% | +4.2% |
| All | +7.0% | -32.3% | +39.4% | +4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VRSK.
Daily Out/Under-Performance
Portfolio return minus VRSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VRSK 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 1y: compounded portfolio wealth divided by compounded VRSK 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…
1y analysis · Full analysis span regression · 6 months rolling