+3,319.5%
V vs IWF
+920.8%
+2,398.7%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +1.1% |
| 7D | +0.8% | -2.9% | +3.7% | +3.2% |
| 30D | +9.9% | -10.9% | +20.8% | +20.8% |
| 3M | +17.5% | -8.1% | +25.6% | +25.3% |
| 6M | +33.5% | -7.5% | +41.0% | +40.1% |
| YTD | +21.6% | -3.4% | +24.9% | +22.0% |
| 1Y | +27.6% | -5.0% | +32.6% | +29.8% |
| 3Y | +76.4% | +64.0% | +12.4% | +3.5% |
| 5Y | +103.8% | +56.8% | +47.1% | +22.0% |
| 10Y | +455.5% | +381.2% | +74.3% | +5.3% |
| All | +3,319.5% | +920.8% | +2,398.7% | +238.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling