+57.6%
IWF vs VSH
+46.9%
+10.7%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -4.6% | +4.3% | +0.8% |
| 7D | +5.3% | +26.2% | -20.9% | -1.1% |
| 30D | -8.6% | -12.5% | +3.9% | -6.4% |
| 3M | -6.5% | -16.9% | +10.4% | -3.7% |
| 6M | -5.6% | -17.0% | +11.3% | -7.6% |
| YTD | -1.5% | +93.8% | -95.4% | -27.8% |
| 1Y | -2.8% | +99.3% | -102.2% | -29.6% |
| 3Y | +67.1% | +35.0% | +32.2% | +31.0% |
| 5Y | +57.6% | +45.8% | +11.8% | +10.4% |
| All | +57.6% | +46.9% | +10.7% | +10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling