+379.1%
V vs IWF
+422.7%
-43.6%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.1% | +0.3% |
| 7D | -1.2% | -0.9% | -0.3% | -0.5% |
| 30D | +3.1% | -1.7% | +4.8% | +4.4% |
| 3M | +16.3% | +0.7% | +15.7% | +14.8% |
| 6M | +20.4% | +8.6% | +11.8% | +11.1% |
| YTD | +6.3% | +3.5% | +2.7% | +1.8% |
| 1Y | +8.7% | +7.0% | +1.7% | +0.8% |
| 3Y | +53.3% | +76.3% | -23.0% | -11.2% |
| 5Y | +71.1% | +74.8% | -3.7% | -1.7% |
| All | +379.1% | +422.7% | -43.6% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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