+192.7%
VLO vs IWF
+79.6%
+113.0%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -0.3% | +3.6% | +3.4% |
| 7D | +5.8% | +1.5% | +4.3% | +5.3% |
| 30D | +28.3% | -1.3% | +29.6% | +28.8% |
| 3M | +48.7% | +0.1% | +48.6% | +48.2% |
| 6M | +71.9% | +10.3% | +61.6% | +64.2% |
| YTD | +138.7% | +4.2% | +134.5% | +134.0% |
| 1Y | +148.5% | +9.3% | +139.1% | +137.3% |
| 3Y | +192.7% | +79.3% | +113.3% | +118.3% |
| All | +192.7% | +79.6% | +113.0% | +118.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling