+147.3%
VXUS vs IWF
+422.7%
-275.5%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | -1.4% | -0.9% | -0.5% | -0.8% |
| 30D | -0.5% | -1.7% | +1.3% | +0.6% |
| 3M | +2.6% | +0.7% | +1.9% | +2.0% |
| 6M | +10.9% | +8.6% | +2.3% | +5.2% |
| YTD | +16.1% | +3.5% | +12.6% | +13.5% |
| 1Y | +22.3% | +7.0% | +15.3% | +16.9% |
| 3Y | +72.0% | +76.3% | -4.3% | +16.7% |
| 5Y | +54.1% | +74.8% | -20.6% | +3.4% |
| All | +147.3% | +422.7% | -275.5% | -30.1% |
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