-44.1%
VG vs IWF
+11.9%
-55.9%
-75.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.4% | +5.1% | +5.0% |
| 7D | +15.1% | +5.3% | +9.8% | +11.6% |
| 30D | -4.2% | -8.6% | +4.4% | +1.0% |
| 3M | -3.1% | -6.5% | +3.4% | +0.5% |
| 6M | +0.3% | -5.6% | +6.0% | +2.0% |
| YTD | +95.5% | -1.5% | +97.0% | +89.3% |
| 1Y | +64.4% | -2.8% | +67.3% | +62.7% |
| All | -44.1% | +11.9% | -55.9% | -46.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling