+2,723.0%
VRT vs IWF
+255.1%
+2,468.0%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | 0.0% | +4.4% | +4.4% |
| 7D | +9.1% | +0.5% | +8.6% | +8.4% |
| 30D | +0.9% | -0.4% | +1.3% | +1.6% |
| 3M | -13.4% | -2.6% | -10.8% | -9.3% |
| 6M | +11.7% | +9.1% | +2.5% | +1.7% |
| YTD | +73.2% | +4.5% | +68.8% | +67.1% |
| 1Y | +123.4% | +10.1% | +113.3% | +104.9% |
| 3Y | +606.2% | +77.6% | +528.5% | +320.1% |
| 5Y | +899.9% | +73.7% | +826.2% | +510.6% |
| All | +2,723.0% | +255.1% | +2,468.0% | +1,046.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling