+183.8%
VXUS vs IWD
+439.7%
-255.8%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +1.1% |
| 7D | +1.0% | -0.3% | +1.3% | +1.3% |
| 30D | +2.2% | +0.6% | +1.6% | +1.6% |
| 3M | +3.0% | +7.2% | -4.3% | -3.4% |
| 6M | +10.7% | +16.2% | -5.5% | -3.2% |
| YTD | +17.8% | +23.3% | -5.5% | -2.3% |
| 1Y | +27.6% | +29.6% | -2.0% | +1.1% |
| 3Y | +73.3% | +70.5% | +2.8% | +6.6% |
| 5Y | +54.3% | +73.5% | -19.1% | -7.0% |
| 10Y | +149.8% | +198.3% | -48.5% | -13.3% |
| All | +183.8% | +439.7% | -255.8% | -49.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling