+134.8%
VXUS vs IWD
+207.5%
-72.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.4% | +0.5% | +0.4% |
| 7D | -1.8% | -0.5% | -1.3% | -1.4% |
| 30D | -4.6% | +2.7% | -7.2% | -6.6% |
| 3M | -6.1% | +0.9% | -7.0% | -6.8% |
| 6M | -4.9% | +10.5% | -15.4% | -12.4% |
| YTD | +8.1% | +23.7% | -15.6% | -9.0% |
| 1Y | +12.1% | +28.7% | -16.6% | -8.6% |
| 3Y | +63.9% | +79.7% | -15.8% | +1.4% |
| 5Y | +43.1% | +69.7% | -26.6% | -7.4% |
| All | +134.8% | +207.5% | -72.7% | 0.0% |
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