+381.2%
IWF vs VT
+217.6%
+163.5%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.5% | -0.4% | -0.3% |
| 7D | -2.9% | -0.1% | -2.8% | -2.7% |
| 30D | -10.9% | -3.1% | -7.8% | -7.5% |
| 3M | -8.1% | -3.5% | -4.6% | -4.1% |
| 6M | -7.5% | +0.5% | -8.0% | -7.8% |
| YTD | -3.4% | +10.8% | -14.2% | -13.8% |
| 1Y | -5.0% | +11.9% | -16.9% | -16.2% |
| 3Y | +64.0% | +73.0% | -9.0% | -10.6% |
| 5Y | +56.8% | +58.6% | -1.9% | -5.0% |
| 10Y | +381.2% | +219.2% | +162.0% | +46.8% |
| All | +381.2% | +217.6% | +163.5% | +46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 10y: compounded portfolio wealth divided by compounded VT 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…
10y analysis · Full analysis span regression · 6 months rolling