+456.3%
VRTX vs IWF
+412.6%
+43.7%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.5% | -1.0% | -1.2% |
| 7D | -6.4% | +0.5% | -6.9% | -6.7% |
| 30D | -0.5% | -1.4% | +0.8% | +0.3% |
| 3M | +16.9% | +0.4% | +16.5% | +15.9% |
| 6M | +13.1% | +8.5% | +4.6% | +6.4% |
| YTD | +14.9% | +3.7% | +11.3% | +11.3% |
| 1Y | +31.4% | +8.5% | +23.0% | +23.1% |
| 3Y | +51.9% | +78.5% | -26.6% | -2.4% |
| 5Y | +177.1% | +73.6% | +103.4% | +77.3% |
| 10Y | +456.3% | +421.3% | +35.0% | -13.3% |
| All | +456.3% | +412.6% | +43.7% | -13.3% |
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 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