+55.6%
VFC vs IWD
+33.0%
+22.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +2.6% | +1.8% | -1.7% |
| 7D | +21.5% | +2.5% | +18.9% | +14.6% |
| 30D | +46.7% | +6.0% | +40.7% | +28.1% |
| 3M | +38.4% | +3.8% | +34.6% | +27.1% |
| 6M | +15.2% | +16.3% | -1.1% | -19.4% |
| YTD | +17.8% | +27.5% | -9.7% | -36.0% |
| 1Y | +55.6% | +32.8% | +22.8% | -25.6% |
| All | +55.6% | +33.0% | +22.5% | -25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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