+1,934.0%
VRT vs IWF
+230.9%
+1,703.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.1% | -2.5% | -2.2% |
| 7D | +10.5% | +2.8% | +7.7% | +7.0% |
| 30D | -9.3% | -7.5% | -1.8% | +1.8% |
| 3M | -29.6% | -8.5% | -21.1% | -19.5% |
| 6M | -45.4% | -7.4% | -37.9% | -37.8% |
| YTD | +24.8% | -2.6% | +27.5% | +34.3% |
| 1Y | +23.6% | -1.8% | +25.5% | +32.5% |
| 3Y | +379.7% | +65.5% | +314.2% | +216.6% |
| 5Y | +660.3% | +55.8% | +604.5% | +430.9% |
| All | +1,934.0% | +230.9% | +1,703.1% | +821.0% |
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