+8,413.6%
VTR vs IWF
+720.7%
+7,692.9%
-76.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | -0.1% | -0.2% |
| 7D | -2.9% | +0.5% | -3.4% | -3.3% |
| 30D | -2.8% | -1.4% | -1.4% | -1.9% |
| 3M | +9.0% | +0.4% | +8.6% | +7.6% |
| 6M | +5.0% | +8.5% | -3.5% | -2.8% |
| YTD | +16.9% | +3.7% | +13.3% | +11.7% |
| 1Y | +34.3% | +8.5% | +25.8% | +23.3% |
| 3Y | +131.6% | +78.5% | +53.0% | +38.0% |
| 5Y | +88.0% | +73.6% | +14.3% | +10.3% |
| 10Y | +97.8% | +421.3% | -323.5% | -53.7% |
| All | +8,413.6% | +720.7% | +7,692.9% | +867.0% |
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