+73.6%
IWF vs VSH
+67.3%
+6.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VSH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.7% | -1.2% | -0.6% |
| 7D | +0.5% | +3.5% | -3.0% | -0.4% |
| 30D | -1.4% | -4.4% | +3.0% | -0.4% |
| 3M | +0.4% | -45.8% | +46.3% | +15.5% |
| 6M | +8.5% | +90.1% | -81.7% | -17.0% |
| YTD | +3.7% | +120.3% | -116.6% | -25.2% |
| 1Y | +8.5% | +112.2% | -103.8% | -21.5% |
| 3Y | +78.5% | +36.6% | +41.9% | +45.4% |
| 5Y | +73.6% | +67.0% | +6.6% | +22.0% |
| All | +73.6% | +67.3% | +6.4% | +22.0% |
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