+713.5%
IWF vs VTRS
+79.4%
+634.2%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.7% | -0.2% | -0.8% |
| 7D | -1.7% | -3.3% | +1.6% | -0.9% |
| 30D | -1.8% | +1.4% | -3.2% | -2.2% |
| 3M | +1.5% | +4.6% | -3.2% | 0.0% |
| 6M | +7.7% | +18.1% | -10.4% | +3.0% |
| YTD | +2.7% | +34.7% | -32.0% | -5.0% |
| 1Y | +6.8% | +65.6% | -58.9% | -6.2% |
| 3Y | +76.9% | +83.8% | -6.9% | +48.2% |
| 5Y | +73.4% | +46.5% | +26.9% | +49.7% |
| 10Y | +416.4% | -48.6% | +465.0% | +427.1% |
| All | +713.5% | +79.4% | +634.2% | +428.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VTRS.
Daily Out/Under-Performance
Portfolio return minus VTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VTRS 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 VTRS 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