+123.4%
VRT vs IWF
+10.9%
+112.5%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +9.1% | +0.5% | +8.6% | +8.0% |
| 30D | +0.9% | -0.4% | +1.3% | +1.9% |
| 3M | -13.4% | -2.6% | -10.8% | -7.7% |
| 6M | +11.7% | +9.1% | +2.5% | -5.0% |
| YTD | +73.2% | +4.5% | +68.8% | +62.9% |
| 1Y | +123.4% | +10.1% | +113.3% | +70.7% |
| All | +123.4% | +10.9% | +112.5% | +70.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling