+195.5%
IWD vs VEU
+152.3%
+43.1%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | VEU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | +0.8% |
| 7D | -2.3% | -1.9% | -0.4% | -0.7% |
| 30D | -1.8% | -0.7% | -1.0% | -1.2% |
| 3M | +8.0% | +4.9% | +3.2% | +3.4% |
| 6M | +17.0% | +9.8% | +7.1% | +7.0% |
| YTD | +21.3% | +15.3% | +6.0% | +6.1% |
| 1Y | +27.9% | +23.0% | +4.9% | +5.6% |
| 3Y | +70.1% | +73.5% | -3.4% | +2.4% |
| 5Y | +74.2% | +54.5% | +19.7% | +16.0% |
| All | +195.5% | +152.3% | +43.1% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside VEU.
Daily Out/Under-Performance
Portfolio return minus VEU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VEU 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded VEU 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling