+10,286.7%
VLO vs IWF
+682.3%
+9,604.5%
-81.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | +2.3% | +1.4% | +1.8% |
| 7D | -0.4% | -1.1% | +0.6% | +0.4% |
| 30D | -16.6% | -8.3% | -8.3% | -10.6% |
| 3M | +12.3% | -5.6% | +17.8% | +16.9% |
| 6M | +47.8% | -5.4% | +53.3% | +52.1% |
| YTD | +126.7% | -1.2% | +127.9% | +121.1% |
| 1Y | +105.4% | -2.7% | +108.0% | +102.7% |
| 3Y | +222.0% | +67.8% | +154.2% | +88.5% |
| 5Y | +449.8% | +60.1% | +389.7% | +217.3% |
| 10Y | +754.3% | +392.2% | +362.2% | +61.0% |
| All | +10,286.7% | +682.3% | +9,604.5% | +888.7% |
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