+219.8%
VT vs IWF
+391.9%
-172.1%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.9% | -0.3% | +0.4% |
| 7D | +0.4% | -1.0% | +1.4% | +1.1% |
| 30D | -2.6% | -10.1% | +7.5% | +5.2% |
| 3M | -3.2% | -7.6% | +4.4% | +2.4% |
| 6M | +0.9% | -6.7% | +7.7% | +5.9% |
| YTD | +11.3% | -2.5% | +13.9% | +12.8% |
| 1Y | +14.0% | -2.1% | +16.1% | +15.1% |
| 3Y | +75.8% | +68.6% | +7.2% | +15.4% |
| 5Y | +57.8% | +55.8% | +2.0% | +8.8% |
| 10Y | +219.8% | +383.3% | -163.5% | -15.3% |
| All | +219.8% | +391.9% | -172.1% | -15.3% |
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