+172.5%
VEA vs IWF
+915.1%
-742.6%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | +1.9% | +1.5% | +0.4% | +0.6% |
| 30D | +0.8% | -1.3% | +2.0% | +1.8% |
| 3M | +5.7% | +0.1% | +5.6% | +5.3% |
| 6M | +13.3% | +10.3% | +3.0% | +4.0% |
| YTD | +18.4% | +4.2% | +14.2% | +13.9% |
| 1Y | +27.0% | +9.3% | +17.6% | +16.9% |
| 3Y | +79.3% | +79.3% | -0.1% | +3.2% |
| 5Y | +62.1% | +73.8% | -11.6% | -7.1% |
| 10Y | +160.3% | +410.9% | -250.6% | -54.1% |
| All | +172.5% | +915.1% | -742.6% | -78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 IWF 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