+81.3%
IWF vs VSXY
+37.7%
+43.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VSXY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | -0.1% |
| 7D | +0.5% | -10.7% | +11.3% | +1.6% |
| 30D | -1.4% | -24.3% | +22.9% | +1.4% |
| 3M | +0.4% | +1.0% | -0.6% | -0.1% |
| 6M | +8.5% | +57.4% | -48.9% | +0.8% |
| YTD | +3.7% | +39.8% | -36.1% | -2.8% |
| 1Y | +8.5% | +196.5% | -188.0% | -8.5% |
| 3Y | +78.5% | +357.2% | -278.7% | +32.4% |
| 5Y | +73.6% | +18.9% | +54.8% | +51.8% |
| All | +81.3% | +37.7% | +43.6% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling