+65.5%
VZ vs IWF
+391.9%
-326.4%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.9% | -2.1% | +0.3% |
| 7D | +2.2% | -1.0% | +3.3% | +2.4% |
| 30D | +10.6% | -10.1% | +20.7% | +12.6% |
| 3M | -0.6% | -7.6% | +7.0% | +0.6% |
| 6M | +0.7% | -6.7% | +7.5% | +1.6% |
| YTD | +20.6% | -2.5% | +23.2% | +20.2% |
| 1Y | +22.7% | -2.1% | +24.8% | +22.1% |
| 3Y | +57.2% | +68.6% | -11.4% | +32.7% |
| 5Y | +21.4% | +55.8% | -34.4% | +3.7% |
| 10Y | +65.5% | +383.3% | -317.8% | -17.6% |
| All | +65.5% | +391.9% | -326.4% | -17.6% |
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