+144.4%
EFA vs IWD
+195.0%
-50.6%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.6% | -0.5% | -0.6% |
| 7D | -0.5% | -1.2% | +0.7% | +0.5% |
| 30D | -1.3% | -1.6% | +0.3% | 0.0% |
| 3M | +5.2% | +7.0% | -1.8% | -0.6% |
| 6M | +9.4% | +17.0% | -7.6% | -3.9% |
| YTD | +12.7% | +21.6% | -8.9% | -4.0% |
| 1Y | +19.3% | +28.0% | -8.7% | -2.6% |
| 3Y | +66.3% | +70.6% | -4.2% | +6.8% |
| 5Y | +53.4% | +73.3% | -20.0% | -2.9% |
| 10Y | +144.4% | +200.5% | -56.1% | -0.6% |
| All | +144.4% | +195.0% | -50.6% | -0.6% |
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