+1,024.4%
VRT vs IWF
+73.3%
+951.0%
-70.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.3% | +4.0% | +4.2% |
| 7D | +13.6% | +1.5% | +12.1% | +10.8% |
| 30D | +6.8% | -1.3% | +8.0% | +9.3% |
| 3M | -3.2% | +0.1% | -3.3% | -2.3% |
| 6M | +20.3% | +10.3% | +10.1% | +2.9% |
| YTD | +79.6% | +4.2% | +75.4% | +70.2% |
| 1Y | +139.0% | +9.3% | +129.7% | +111.8% |
| 3Y | +644.6% | +79.3% | +565.3% | +232.1% |
| 5Y | +1,024.4% | +73.8% | +950.6% | +417.3% |
| All | +1,024.4% | +73.3% | +951.0% | +417.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling