+85.8%
VUG vs IWF
+78.0%
+7.9%
-22.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.1% |
| 7D | +0.9% | +1.5% | -0.6% | -0.6% |
| 30D | -1.4% | -1.3% | -0.2% | -0.2% |
| 3M | +2.3% | +0.1% | +2.2% | +2.1% |
| 6M | +15.7% | +10.3% | +5.4% | +4.8% |
| YTD | +8.6% | +4.2% | +4.5% | +4.2% |
| 1Y | +14.1% | +9.3% | +4.7% | +4.2% |
| All | +85.8% | +78.0% | +7.9% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling