+52.7%
EFA vs IWF
+73.7%
-21.0%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.8% | +0.2% | +0.5% |
| 7D | -1.5% | -0.9% | -0.6% | -1.0% |
| 30D | -1.7% | -1.7% | +0.1% | -0.7% |
| 3M | +3.5% | +0.7% | +2.8% | +2.9% |
| 6M | +9.5% | +8.6% | +0.9% | +4.4% |
| YTD | +12.9% | +3.5% | +9.4% | +10.4% |
| 1Y | +18.2% | +7.0% | +11.2% | +13.3% |
| 3Y | +64.8% | +76.3% | -11.5% | +16.7% |
| All | +52.7% | +73.7% | -21.0% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling