+81.0%
IWF vs VSXY
+37.5%
+43.4%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +3.1% | -2.3% | +0.4% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.7% | -18.7% | +16.9% | +0.3% |
| 3M | +0.7% | -4.0% | +4.6% | +0.6% |
| 6M | +8.6% | +67.5% | -58.9% | +0.1% |
| YTD | +3.5% | +39.7% | -36.1% | -2.9% |
| 1Y | +7.0% | +180.0% | -172.9% | -9.0% |
| 3Y | +76.3% | +337.3% | -260.9% | +31.8% |
| 5Y | +74.8% | +22.7% | +52.1% | +52.7% |
| All | +81.0% | +37.5% | +43.4% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside VSXY.
Daily Out/Under-Performance
Portfolio return minus VSXY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VSXY 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 VSXY 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