+876.4%
IWF vs VT
+345.0%
+531.4%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.1% | -2.3% | -2.6% |
| 7D | -8.9% | -4.2% | -4.7% | -5.1% |
| 30D | -14.6% | -5.8% | -8.8% | -9.6% |
| 3M | -10.8% | -5.2% | -5.6% | -6.1% |
| 6M | -8.2% | +0.1% | -8.3% | -8.0% |
| YTD | -6.5% | +8.2% | -14.7% | -12.8% |
| 1Y | -7.7% | +10.1% | -17.8% | -15.2% |
| 3Y | +63.5% | +69.7% | -6.1% | +2.5% |
| 5Y | +48.9% | +53.4% | -4.5% | +3.6% |
| 10Y | +379.7% | +219.2% | +160.4% | +84.0% |
| All | +876.4% | +345.0% | +531.4% | +177.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling