+32.7%
VFC vs IWD
+28.5%
+4.2%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.4% | -2.5% | -2.0% |
| 7D | -1.4% | +1.7% | -3.1% | -5.0% |
| 30D | +24.6% | +3.2% | +21.4% | +15.8% |
| 3M | +38.4% | +2.3% | +36.1% | +31.5% |
| 6M | +15.3% | +12.9% | +2.3% | -12.6% |
| YTD | +12.7% | +26.2% | -13.5% | -36.3% |
| 1Y | +32.7% | +28.3% | +4.4% | -28.7% |
| All | +32.7% | +28.5% | +4.2% | -28.7% |
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