+6.0%
VWO vs IWF
-1.6%
+7.6%
-11.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.4% |
| 7D | -1.3% | -4.2% | +2.9% | +1.9% |
| 30D | -7.1% | -8.1% | +1.0% | -1.0% |
| 3M | -6.1% | -5.1% | -1.0% | -2.4% |
| 6M | -3.9% | -1.4% | -2.4% | -2.9% |
| YTD | +5.0% | -0.1% | +5.1% | +3.0% |
| 1Y | +6.0% | -1.3% | +7.2% | +4.4% |
| All | +6.0% | -1.6% | +7.6% | +4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling