+1,153.8%
IWF vs VRSK
+585.1%
+568.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VRSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.4% |
| 7D | -1.7% | -7.7% | +6.0% | +1.5% |
| 30D | -1.8% | -2.8% | +1.0% | -1.0% |
| 3M | +1.5% | -3.7% | +5.2% | +1.6% |
| 6M | +7.7% | -12.8% | +20.5% | +11.5% |
| YTD | +2.7% | -21.0% | +23.7% | +10.4% |
| 1Y | +6.8% | -32.5% | +39.2% | +22.5% |
| 3Y | +76.9% | -26.5% | +103.4% | +89.7% |
| 5Y | +73.4% | -11.5% | +84.9% | +67.2% |
| 10Y | +416.4% | +125.7% | +290.7% | +231.4% |
| All | +1,153.8% | +585.1% | +568.7% | +443.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling