+39.9%
VSH vs IWD
+72.9%
-33.0%
-66.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +0.2% | -4.4% | -4.6% |
| 7D | +14.3% | +2.3% | +12.1% | +10.4% |
| 30D | -7.9% | +3.6% | -11.4% | -12.8% |
| 3M | -19.9% | +2.2% | -22.0% | -22.5% |
| 6M | -30.5% | +13.0% | -43.5% | -43.1% |
| YTD | +85.7% | +26.5% | +59.1% | +27.4% |
| 1Y | +98.9% | +30.1% | +68.8% | +30.8% |
| 3Y | +32.1% | +84.9% | -52.8% | -43.7% |
| All | +39.9% | +72.9% | -33.0% | -34.3% |
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