-8.2%
VFC vs IWD
+30.5%
-38.7%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.0% | +4.0% |
| 7D | -1.6% | -0.3% | -1.3% | -1.0% |
| 30D | -11.6% | +0.6% | -12.2% | -12.9% |
| 3M | -18.1% | +7.2% | -25.3% | -30.6% |
| 6M | -27.4% | +16.2% | -43.6% | -49.9% |
| YTD | -24.8% | +23.3% | -48.2% | -56.8% |
| 1Y | -8.2% | +29.6% | -37.8% | -55.5% |
| All | -8.2% | +30.5% | -38.7% | -55.5% |
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