+25.5%
VZ vs IWF
+73.7%
-48.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +0.1% | +0.5% | -0.5% | +0.1% |
| 30D | +7.9% | -0.4% | +8.3% | +7.9% |
| 3M | +13.6% | -2.6% | +16.3% | +13.8% |
| 6M | +1.1% | +9.1% | -8.1% | +0.5% |
| YTD | +29.3% | +4.5% | +24.8% | +28.9% |
| 1Y | +21.2% | +10.1% | +11.2% | +20.2% |
| 3Y | +75.9% | +77.6% | -1.7% | +59.6% |
| All | +25.5% | +73.7% | -48.2% | +6.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling