+228.7%
VTV vs IWF
+422.7%
-194.0%
-36.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -1.1% | -0.9% | -0.2% | -0.5% |
| 30D | -1.0% | -1.7% | +0.7% | 0.0% |
| 3M | +4.6% | +0.7% | +4.0% | +3.8% |
| 6M | +13.5% | +8.6% | +4.9% | +7.2% |
| YTD | +18.5% | +3.5% | +15.0% | +15.1% |
| 1Y | +22.9% | +7.0% | +15.9% | +16.7% |
| 3Y | +67.8% | +76.3% | -8.5% | +12.9% |
| 5Y | +81.8% | +74.8% | +7.1% | +20.5% |
| All | +228.7% | +422.7% | -194.0% | -11.3% |
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