+219.2%
VT vs IWF
+377.5%
-158.3%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.2% |
| 7D | -0.1% | -2.9% | +2.8% | +2.0% |
| 30D | -3.1% | -10.9% | +7.8% | +5.4% |
| 3M | -3.5% | -8.1% | +4.6% | +2.5% |
| 6M | +0.5% | -7.5% | +8.0% | +6.1% |
| YTD | +10.8% | -3.4% | +14.2% | +13.0% |
| 1Y | +11.9% | -5.0% | +16.9% | +15.6% |
| 3Y | +73.0% | +64.0% | +9.0% | +16.0% |
| 5Y | +58.6% | +56.8% | +1.9% | +8.7% |
| 10Y | +219.2% | +381.2% | -162.0% | -15.2% |
| All | +219.2% | +377.5% | -158.3% | -15.2% |
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 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