+168.3%
VXUS vs IWF
+824.1%
-655.7%
-36.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.3% | -1.3% | -0.7% |
| 7D | -0.5% | -1.1% | +0.6% | +0.2% |
| 30D | -1.2% | -8.3% | +7.1% | +5.0% |
| 3M | -3.8% | -5.6% | +1.7% | 0.0% |
| 6M | -1.7% | -5.4% | +3.8% | +2.0% |
| YTD | +11.4% | -1.2% | +12.6% | +11.9% |
| 1Y | +13.3% | -2.7% | +16.0% | +15.0% |
| 3Y | +70.0% | +67.8% | +2.2% | +11.5% |
| 5Y | +48.1% | +60.1% | -12.0% | -1.3% |
| 10Y | +147.1% | +392.2% | -245.1% | -45.2% |
| All | +168.3% | +824.1% | -655.7% | -71.3% |
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