+42.5%
VG vs IWF
-4.2%
+46.7%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +1.1% |
| 7D | -7.7% | -2.9% | -4.8% | -9.6% |
| 30D | -8.8% | -10.9% | +2.0% | -17.6% |
| 3M | -15.6% | -8.1% | -7.5% | -21.2% |
| 6M | +5.2% | -7.5% | +12.8% | +0.1% |
| YTD | +76.9% | -3.4% | +80.3% | +97.7% |
| 1Y | +42.5% | -5.0% | +47.5% | +61.8% |
| All | +42.5% | -4.2% | +46.7% | +61.8% |
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