+1,855.0%
VRT vs IWF
+228.3%
+1,626.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.9% | -2.3% | -2.0% |
| 7D | -17.7% | -2.9% | -14.8% | -13.8% |
| 30D | -20.0% | -10.9% | -9.1% | -5.9% |
| 3M | -28.1% | -8.1% | -20.0% | -18.3% |
| 6M | -42.8% | -7.5% | -35.3% | -34.9% |
| YTD | +20.0% | -3.4% | +23.3% | +30.2% |
| 1Y | +3.5% | -5.0% | +8.5% | +15.5% |
| 3Y | +366.1% | +64.0% | +302.1% | +210.6% |
| 5Y | +632.2% | +56.8% | +575.4% | +411.0% |
| All | +1,855.0% | +228.3% | +1,626.6% | +792.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling