+50.0%
VG vs IWF
-6.4%
+56.4%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.3% | -1.2% | +0.9% |
| 7D | -22.0% | -5.0% | -17.1% | -24.7% |
| 30D | -11.6% | -13.2% | +1.6% | -21.1% |
| 3M | -14.9% | -9.4% | -5.4% | -20.6% |
| 6M | -3.5% | -8.6% | +5.0% | -8.1% |
| YTD | +70.0% | -5.3% | +75.3% | +87.9% |
| 1Y | +50.0% | -5.0% | +55.0% | +64.8% |
| All | +50.0% | -6.4% | +56.4% | +64.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling