+329.3%
VWO vs IWD
+519.1%
-189.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.7% | +1.4% | +1.5% |
| 7D | +1.1% | -0.3% | +1.3% | +1.3% |
| 30D | +2.4% | +0.6% | +1.8% | +1.7% |
| 3M | +2.0% | +7.2% | -5.2% | -5.5% |
| 6M | +10.7% | +16.2% | -5.5% | -5.9% |
| YTD | +14.4% | +23.3% | -8.9% | -8.8% |
| 1Y | +22.7% | +29.6% | -6.9% | -7.3% |
| 3Y | +64.2% | +70.5% | -6.3% | -9.5% |
| 5Y | +35.8% | +73.5% | -37.7% | -28.1% |
| 10Y | +114.7% | +198.3% | -83.6% | -43.6% |
| All | +329.3% | +519.1% | -189.8% | -51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling