+75.9%
IWD vs VSXY
+33.4%
+42.4%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.1% | +2.8% | 0.0% |
| 7D | -2.3% | -0.3% | -2.0% | -2.3% |
| 30D | -1.8% | -22.1% | +20.3% | +0.3% |
| 3M | +8.0% | -1.1% | +9.2% | +7.7% |
| 6M | +17.0% | +53.8% | -36.8% | +10.6% |
| YTD | +21.3% | +35.5% | -14.2% | +15.6% |
| 1Y | +27.9% | +186.0% | -158.1% | +12.4% |
| 3Y | +70.1% | +343.2% | -273.1% | +34.9% |
| 5Y | +74.2% | +19.0% | +55.2% | +54.9% |
| All | +75.9% | +33.4% | +42.4% | +55.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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