+7.0%
IWF vs VSH
+119.5%
-112.5%
-16.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +6.1% | -5.4% | -0.1% |
| 7D | -0.9% | +4.8% | -5.7% | -1.6% |
| 30D | -1.7% | -0.7% | -1.0% | -1.8% |
| 3M | +0.7% | -43.1% | +43.7% | +7.4% |
| 6M | +8.6% | +91.8% | -83.2% | -6.9% |
| YTD | +3.5% | +131.6% | -128.1% | -14.7% |
| 1Y | +7.0% | +118.1% | -111.1% | -10.7% |
| All | +7.0% | +119.5% | -112.5% | -10.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling