+61.1%
VZ vs IWF
+409.9%
-348.9%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.6% |
| 7D | +0.2% | +1.5% | -1.3% | -0.1% |
| 30D | +7.1% | -1.3% | +8.4% | +7.4% |
| 3M | +12.8% | +0.1% | +12.7% | +12.6% |
| 6M | +1.8% | +10.3% | -8.5% | -0.7% |
| YTD | +30.0% | +4.2% | +25.8% | +28.3% |
| 1Y | +24.3% | +9.3% | +15.0% | +21.1% |
| 3Y | +84.3% | +79.3% | +5.0% | +53.8% |
| 5Y | +25.9% | +73.8% | -47.8% | +4.5% |
| 10Y | +61.1% | +410.9% | -349.8% | -22.5% |
| All | +61.1% | +409.9% | -348.9% | -22.5% |
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 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