+66.6%
VT vs IWF
+73.7%
-7.1%
-26.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | +0.4% | +0.5% | -0.1% | +0.1% |
| 30D | +1.0% | -0.4% | +1.4% | +1.2% |
| 3M | +2.4% | -2.6% | +5.0% | +4.1% |
| 6M | +12.0% | +9.1% | +2.9% | +5.2% |
| YTD | +15.3% | +4.5% | +10.9% | +11.6% |
| 1Y | +22.6% | +10.1% | +12.5% | +14.3% |
| 3Y | +74.7% | +77.6% | -3.0% | +15.3% |
| All | +66.6% | +73.7% | -7.1% | +8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling