+73.3%
IWD vs VSXY
+19.3%
+54.0%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -3.5% | +2.9% | -0.2% |
| 7D | -1.2% | -10.7% | +9.5% | -0.2% |
| 30D | -1.6% | -24.3% | +22.6% | +0.8% |
| 3M | +7.0% | +1.0% | +6.0% | +6.5% |
| 6M | +17.0% | +57.4% | -40.4% | +10.0% |
| YTD | +21.6% | +39.8% | -18.2% | +15.3% |
| 1Y | +28.0% | +196.5% | -168.5% | +11.1% |
| 3Y | +70.6% | +357.2% | -286.7% | +31.9% |
| 5Y | +73.3% | +18.9% | +54.5% | +57.7% |
| All | +73.3% | +19.3% | +54.0% | +57.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling