+10,747.1%
VLO vs IWF
+670.6%
+10,076.4%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.1% | +2.4% | +2.3% |
| 7D | +9.6% | +2.8% | +6.8% | +7.1% |
| 30D | -17.4% | -7.5% | -9.8% | -12.1% |
| 3M | +10.8% | -8.5% | +19.3% | +18.4% |
| 6M | +56.9% | -7.4% | +64.4% | +64.4% |
| YTD | +136.8% | -2.6% | +139.4% | +133.8% |
| 1Y | +120.7% | -1.8% | +122.5% | +116.1% |
| 3Y | +231.9% | +65.5% | +166.5% | +96.6% |
| 5Y | +479.0% | +55.8% | +423.2% | +242.4% |
| 10Y | +792.2% | +384.9% | +407.3% | +70.2% |
| All | +10,747.1% | +670.6% | +10,076.4% | +945.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling