+142.2%
VXUS vs IWD
+203.8%
-61.6%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.7% | -0.7% |
| 7D | +0.5% | +1.6% | -1.1% | -0.7% |
| 30D | -2.5% | +3.6% | -6.1% | -5.3% |
| 3M | -4.6% | +2.0% | -6.7% | -6.2% |
| 6M | -2.6% | +13.1% | -15.7% | -12.0% |
| YTD | +10.4% | +26.2% | -15.8% | -8.6% |
| 1Y | +12.9% | +29.6% | -16.7% | -8.5% |
| 3Y | +68.4% | +84.3% | -15.9% | +2.0% |
| 5Y | +47.7% | +73.4% | -25.8% | -6.2% |
| 10Y | +142.2% | +202.4% | -60.2% | -2.9% |
| All | +142.2% | +203.8% | -61.6% | -2.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling