+66.5%
VSH vs IWD
+73.6%
-7.2%
-63.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | -0.7% | +5.1% | +5.6% |
| 7D | +4.1% | -0.3% | +4.3% | +4.5% |
| 30D | -4.2% | +0.6% | -4.7% | -5.4% |
| 3M | -50.0% | +7.2% | -57.2% | -55.6% |
| 6M | +80.2% | +16.2% | +64.0% | +41.2% |
| YTD | +121.1% | +23.3% | +97.8% | +57.9% |
| 1Y | +112.0% | +29.6% | +82.4% | +41.0% |
| 3Y | +22.5% | +70.5% | -47.9% | -41.6% |
| All | +66.5% | +73.6% | -7.2% | -21.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling