+395.7%
EFA vs IWD
+679.6%
-283.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.7% | +0.8% | +0.8% |
| 7D | +0.6% | -0.3% | +0.9% | +0.8% |
| 30D | +0.9% | +0.6% | +0.3% | +0.3% |
| 3M | +4.9% | +7.2% | -2.4% | -1.8% |
| 6M | +8.6% | +16.2% | -7.6% | -5.6% |
| YTD | +14.6% | +23.3% | -8.7% | -5.8% |
| 1Y | +22.6% | +29.6% | -6.9% | -3.8% |
| 3Y | +66.5% | +70.5% | -3.9% | +0.4% |
| 5Y | +54.5% | +73.5% | -18.9% | -8.7% |
| 10Y | +144.8% | +198.3% | -53.5% | -16.8% |
| All | +395.7% | +679.6% | -283.9% | -28.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling