+24.3%
VZ vs IWF
+9.4%
+14.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.3% | +0.9% | +0.4% |
| 7D | +0.2% | +1.5% | -1.3% | +0.8% |
| 30D | +7.1% | -1.3% | +8.4% | +6.6% |
| 3M | +12.8% | +0.1% | +12.7% | +13.4% |
| 6M | +1.8% | +10.3% | -8.5% | +5.5% |
| YTD | +30.0% | +4.2% | +25.8% | +32.5% |
| 1Y | +24.3% | +9.3% | +15.0% | +32.5% |
| All | +24.3% | +9.4% | +14.9% | +32.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling