+109.6%
VRT vs IWF
+8.6%
+101.0%
-40.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.6% | -0.5% | -9.2% | -8.7% |
| 7D | +2.4% | +0.5% | +1.9% | +1.5% |
| 30D | -2.7% | -1.4% | -1.3% | +0.3% |
| 3M | -9.2% | +0.4% | -9.6% | -9.0% |
| 6M | -0.5% | +8.5% | -9.0% | -14.5% |
| YTD | +62.3% | +3.7% | +58.7% | +55.2% |
| 1Y | +109.6% | +8.5% | +101.1% | +67.3% |
| All | +109.6% | +8.6% | +101.0% | +67.3% |
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