+10,486.9%
VLO vs IWF
+727.1%
+9,759.9%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +5.2% | +0.5% | +4.7% | +4.7% |
| 30D | +22.6% | -0.4% | +23.0% | +22.9% |
| 3M | +43.8% | -2.6% | +46.4% | +45.6% |
| 6M | +65.7% | +9.1% | +56.6% | +49.9% |
| YTD | +131.1% | +4.5% | +126.6% | +116.5% |
| 1Y | +143.6% | +10.1% | +133.5% | +117.1% |
| 3Y | +201.4% | +77.6% | +123.7% | +68.7% |
| 5Y | +568.9% | +73.7% | +495.2% | +260.6% |
| 10Y | +891.8% | +411.5% | +480.3% | +82.7% |
| All | +10,486.9% | +727.1% | +9,759.9% | +868.2% |
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