+222.5%
VT vs IWF
+410.6%
-188.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +0.5% | -0.1% | 0.0% |
| 30D | +1.0% | -0.4% | +1.4% | +1.2% |
| 3M | +2.4% | -2.6% | +5.0% | +4.2% |
| 6M | +12.0% | +9.1% | +2.9% | +4.6% |
| YTD | +15.3% | +4.5% | +10.9% | +11.2% |
| 1Y | +22.6% | +10.1% | +12.5% | +13.5% |
| 3Y | +74.7% | +77.6% | -3.0% | +10.4% |
| 5Y | +66.1% | +73.7% | -7.6% | +5.4% |
| All | +222.5% | +410.6% | -188.0% | -19.8% |
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