+116.6%
VSH vs IWD
+212.1%
-95.5%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.4% | +2.0% | +11.4% | +10.4% |
| 7D | +3.5% | +1.3% | +2.2% | +2.0% |
| 30D | -22.4% | +3.6% | -26.0% | -26.1% |
| 3M | -25.2% | +2.3% | -27.5% | -27.6% |
| 6M | -22.5% | +13.0% | -35.6% | -35.0% |
| YTD | +84.2% | +26.2% | +58.0% | +33.0% |
| 1Y | +87.1% | +30.5% | +56.6% | +29.0% |
| 3Y | +31.7% | +86.2% | -54.5% | -41.6% |
| 5Y | +42.6% | +72.9% | -30.3% | -29.6% |
| 10Y | +116.6% | +205.0% | -88.4% | -47.1% |
| All | +116.6% | +212.1% | -95.5% | -47.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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