-1.3%
IWF vs VYM
+21.8%
-23.0%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | -0.6% |
| 7D | -4.2% | +1.2% | -5.3% | -5.1% |
| 30D | -8.1% | +5.2% | -13.4% | -12.2% |
| 3M | -5.1% | +0.5% | -5.6% | -5.4% |
| 6M | -1.4% | +7.7% | -9.1% | -7.6% |
| YTD | -0.1% | +17.2% | -17.3% | -13.0% |
| 1Y | -1.3% | +21.7% | -22.9% | -17.2% |
| All | -1.3% | +21.8% | -23.0% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VYM.
Daily Out/Under-Performance
Portfolio return minus VYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VYM 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 VYM 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