-13.3%
VFC vs IWD
+28.8%
-42.1%
-38.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.0% | +0.2% |
| 7D | +0.8% | -0.2% | +1.0% | +1.1% |
| 30D | -11.9% | -0.8% | -11.2% | -10.2% |
| 3M | -20.2% | +8.0% | -28.2% | -33.5% |
| 6M | -23.0% | +18.2% | -41.2% | -49.7% |
| YTD | -26.2% | +22.3% | -48.5% | -56.8% |
| 1Y | -13.3% | +28.9% | -42.2% | -57.7% |
| All | -13.3% | +28.8% | -42.1% | -57.7% |
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