+644.6%
VRT vs IWF
+79.6%
+565.0%
-61.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +4.3% |
| 7D | +13.6% | +1.5% | +12.1% | +10.3% |
| 30D | +6.8% | -1.3% | +8.0% | +9.7% |
| 3M | -3.2% | +0.1% | -3.3% | -2.4% |
| 6M | +20.3% | +10.3% | +10.1% | -0.3% |
| YTD | +79.6% | +4.2% | +75.4% | +67.7% |
| 1Y | +139.0% | +9.3% | +129.7% | +105.6% |
| 3Y | +644.6% | +79.3% | +565.3% | +161.4% |
| All | +644.6% | +79.6% | +565.0% | +161.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling