+614.6%
VLO vs IWF
+72.9%
+541.7%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.0% | +1.7% |
| 7D | +6.2% | +0.5% | +5.7% | +6.0% |
| 30D | +23.5% | -1.4% | +24.9% | +24.1% |
| 3M | +53.9% | +0.4% | +53.4% | +53.1% |
| 6M | +81.7% | +8.5% | +73.2% | +74.8% |
| YTD | +142.5% | +3.7% | +138.8% | +137.4% |
| 1Y | +145.4% | +8.5% | +137.0% | +135.4% |
| 3Y | +197.3% | +78.5% | +118.8% | +130.6% |
| 5Y | +614.6% | +73.6% | +540.9% | +453.4% |
| All | +614.6% | +72.9% | +541.7% | +453.4% |
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