+84.5%
VTR vs IWF
+73.7%
+10.9%
-41.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -0.7% |
| 7D | -0.3% | -0.9% | +0.6% | 0.0% |
| 30D | +1.1% | -1.7% | +2.8% | +1.6% |
| 3M | +7.9% | +0.7% | +7.2% | +7.4% |
| 6M | +6.2% | +8.6% | -2.4% | +2.6% |
| YTD | +17.7% | +3.5% | +14.2% | +15.6% |
| 1Y | +32.9% | +7.0% | +25.9% | +28.5% |
| 3Y | +129.7% | +76.3% | +53.3% | +74.2% |
| All | +84.5% | +73.7% | +10.9% | +32.7% |
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 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