+113.0%
VWO vs IWF
+422.7%
-309.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.2% |
| 7D | -1.8% | -0.9% | -0.9% | -1.2% |
| 30D | -0.1% | -1.7% | +1.6% | +1.0% |
| 3M | +2.2% | +0.7% | +1.6% | +1.7% |
| 6M | +8.8% | +8.6% | +0.2% | +3.1% |
| YTD | +12.4% | +3.5% | +8.9% | +9.8% |
| 1Y | +15.6% | +7.0% | +8.6% | +10.5% |
| 3Y | +62.5% | +76.3% | -13.8% | +9.4% |
| 5Y | +34.3% | +74.8% | -40.5% | -10.7% |
| All | +113.0% | +422.7% | -309.7% | -47.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling