+1,000.8%
IWF vs VYM
+488.1%
+512.7%
-51.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.7% | +0.1% | +0.1% |
| 7D | -0.9% | -0.8% | -0.1% | -0.2% |
| 30D | -1.7% | -2.2% | +0.5% | +0.4% |
| 3M | +0.7% | +3.1% | -2.4% | -2.2% |
| 6M | +8.6% | +9.7% | -1.2% | -0.6% |
| YTD | +3.5% | +14.9% | -11.4% | -9.3% |
| 1Y | +7.0% | +17.6% | -10.5% | -8.2% |
| 3Y | +76.3% | +65.3% | +11.0% | +9.9% |
| 5Y | +74.8% | +78.7% | -4.0% | +2.3% |
| 10Y | +420.5% | +208.2% | +212.3% | +82.7% |
| All | +1,000.8% | +488.1% | +512.7% | +115.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling