+62.5%
VWO vs IWF
+76.9%
-14.4%
-17.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.8% | -0.1% | +0.3% |
| 7D | -1.8% | -0.9% | -0.9% | -1.3% |
| 30D | -0.1% | -1.7% | +1.6% | +0.8% |
| 3M | +2.2% | +0.7% | +1.6% | +1.8% |
| 6M | +8.8% | +8.6% | +0.2% | +4.1% |
| YTD | +12.4% | +3.5% | +8.9% | +10.1% |
| 1Y | +15.6% | +7.0% | +8.6% | +11.4% |
| 3Y | +62.5% | +76.3% | -13.8% | +18.4% |
| All | +62.5% | +76.9% | -14.4% | +18.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling