+73.3%
VZ vs IWF
+389.3%
-315.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +0.9% | +5.3% | -4.4% | 0.0% |
| 30D | +6.9% | -8.6% | +15.5% | +8.5% |
| 3M | +0.6% | -6.5% | +7.2% | +1.6% |
| 6M | +0.3% | -5.6% | +5.9% | +0.9% |
| YTD | +21.9% | -1.5% | +23.4% | +21.3% |
| 1Y | +21.7% | -2.8% | +24.5% | +21.4% |
| 3Y | +58.5% | +67.1% | -8.6% | +34.4% |
| 5Y | +22.4% | +57.6% | -35.2% | +4.4% |
| All | +73.3% | +389.3% | -315.9% | -11.7% |
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 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