+183.8%
VXUS vs IWF
+877.0%
-693.2%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.0% | +0.5% | +0.5% | +0.6% |
| 30D | +2.2% | -0.4% | +2.6% | +2.5% |
| 3M | +3.0% | -2.6% | +5.6% | +4.8% |
| 6M | +10.7% | +9.1% | +1.5% | +3.7% |
| YTD | +17.8% | +4.5% | +13.4% | +13.9% |
| 1Y | +27.6% | +10.1% | +17.5% | +18.4% |
| 3Y | +73.3% | +77.6% | -4.3% | +9.2% |
| 5Y | +54.3% | +73.7% | -19.4% | -3.3% |
| 10Y | +149.8% | +411.5% | -261.7% | -45.7% |
| All | +183.8% | +877.0% | -693.2% | -70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling