-1.8%
IWF vs VSH
+92.4%
-94.3%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -4.2% | +3.1% | -0.5% |
| 7D | +2.8% | +14.3% | -11.5% | +0.6% |
| 30D | -7.5% | -7.9% | +0.3% | -7.0% |
| 3M | -8.5% | -19.9% | +11.4% | -6.6% |
| 6M | -7.4% | -30.5% | +23.1% | -5.5% |
| YTD | -2.6% | +85.7% | -88.3% | -15.9% |
| 1Y | -1.8% | +98.9% | -100.8% | -16.4% |
| All | -1.8% | +92.4% | -94.3% | -16.4% |
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