+348.0%
VT vs IWF
+860.1%
-512.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -6.4% | +2.3% | +1.6% |
| 7D | -4.2% | -8.9% | +4.7% | +3.9% |
| 30D | -5.8% | -14.6% | +8.8% | +8.1% |
| 3M | -5.2% | -10.8% | +5.6% | +4.6% |
| 6M | +0.1% | -8.2% | +8.3% | +7.3% |
| YTD | +8.2% | -6.5% | +14.7% | +13.9% |
| 1Y | +10.1% | -7.7% | +17.8% | +17.2% |
| 3Y | +69.7% | +63.5% | +6.1% | +4.5% |
| 5Y | +53.4% | +48.9% | +4.5% | +0.8% |
| 10Y | +219.2% | +379.7% | -160.4% | -39.4% |
| All | +348.0% | +860.1% | -512.1% | -61.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling