+931.8%
IWF price history and return analytics
+360.7%
+571.2%
-44.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +1.1% | +1.1% | +1.2% |
| 7D | -1.1% | -0.7% | -0.4% | -0.3% |
| 30D | -8.3% | -1.7% | -6.5% | -6.6% |
| 3M | -5.6% | -2.3% | -3.3% | -3.3% |
| 6M | -5.4% | +1.5% | -6.9% | -6.4% |
| YTD | -1.2% | +12.0% | -13.2% | -10.7% |
| 1Y | -2.7% | +12.9% | -15.5% | -12.6% |
| 3Y | +67.8% | +74.9% | -7.2% | +2.2% |
| 5Y | +60.1% | +59.9% | +0.2% | +7.2% |
| 10Y | +392.2% | +224.6% | +167.5% | +85.5% |
| All | +931.8% | +360.7% | +571.2% | +184.2% |
Cumulative growth
Daily Returns
Daily percentage return beside VT.
Daily Out/Under-Performance
Portfolio return minus VT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VT 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 all: compounded portfolio wealth divided by compounded VT 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…
all analysis · Full analysis span regression · 6 months rolling