+413.4%
IWF vs VSH
+196.4%
+217.0%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.4% | -1.0% |
| 7D | -0.9% | +4.8% | -5.7% | -2.3% |
| 30D | -1.7% | -0.7% | -1.0% | -1.8% |
| 3M | +0.7% | -43.1% | +43.7% | +16.1% |
| 6M | +8.6% | +91.8% | -83.2% | -18.2% |
| YTD | +3.5% | +131.6% | -128.1% | -27.6% |
| 1Y | +7.0% | +118.1% | -111.1% | -24.3% |
| 3Y | +76.3% | +40.9% | +35.4% | +38.0% |
| 5Y | +74.8% | +75.8% | -1.0% | +23.1% |
| All | +413.4% | +196.4% | +217.0% | +183.5% |
Cumulative growth
Daily Returns
Daily percentage return beside VSH.
Daily Out/Under-Performance
Portfolio return minus VSH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSH 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 VSH 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