+924.9%
VLO vs IWF
+422.7%
+502.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.8% | +0.5% | +0.8% |
| 7D | +5.3% | -0.9% | +6.2% | +6.0% |
| 30D | +18.2% | -1.7% | +20.0% | +19.5% |
| 3M | +53.3% | +0.7% | +52.7% | +51.7% |
| 6M | +70.4% | +8.6% | +61.9% | +58.3% |
| YTD | +143.4% | +3.5% | +139.9% | +133.2% |
| 1Y | +153.0% | +7.0% | +146.0% | +136.1% |
| 3Y | +195.0% | +76.3% | +118.6% | +84.7% |
| 5Y | +618.8% | +74.8% | +544.0% | +338.4% |
| All | +924.9% | +422.7% | +502.2% | +92.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling