+142.8%
EFA vs IWF
+422.7%
-280.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | -1.5% | -0.9% | -0.6% | -0.9% |
| 30D | -1.7% | -1.7% | +0.1% | -0.6% |
| 3M | +3.5% | +0.7% | +2.8% | +2.8% |
| 6M | +9.5% | +8.6% | +0.9% | +3.8% |
| YTD | +12.9% | +3.5% | +9.4% | +10.1% |
| 1Y | +18.2% | +7.0% | +11.2% | +12.8% |
| 3Y | +64.8% | +76.3% | -11.5% | +12.1% |
| 5Y | +53.9% | +74.8% | -20.9% | +3.5% |
| All | +142.8% | +422.7% | -280.0% | -27.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling