+78.4%
V vs IWF
+67.0%
+11.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -1.2% |
| 7D | -0.8% | -1.0% | +0.3% | -0.4% |
| 30D | +9.5% | -10.1% | +19.6% | +13.7% |
| 3M | +16.7% | -7.6% | +24.3% | +19.8% |
| 6M | +32.9% | -6.7% | +39.7% | +35.5% |
| YTD | +21.1% | -2.5% | +23.6% | +20.8% |
| 1Y | +26.6% | -2.1% | +28.7% | +25.9% |
| 3Y | +78.4% | +68.6% | +9.7% | +33.0% |
| All | +78.4% | +67.0% | +11.4% | +33.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling