+146.1%
EFA vs IWD
+202.4%
-56.2%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.4% | -0.2% | -0.3% |
| 7D | +1.3% | +1.7% | -0.4% | -0.1% |
| 30D | +0.5% | +3.2% | -2.7% | -2.1% |
| 3M | -4.1% | +2.3% | -6.4% | -5.9% |
| 6M | +2.4% | +12.9% | -10.5% | -7.4% |
| YTD | +10.0% | +26.2% | -16.2% | -9.1% |
| 1Y | +11.4% | +28.3% | -16.9% | -9.2% |
| 3Y | +65.4% | +84.4% | -19.0% | -0.4% |
| 5Y | +49.6% | +73.0% | -23.4% | -5.2% |
| All | +146.1% | +202.4% | -56.2% | -1.4% |
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