-6.7%
EFX vs IWD
+33.0%
-39.8%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.6% | -0.2% | -0.9% |
| 7D | +9.2% | +2.5% | +6.6% | +5.7% |
| 30D | +34.8% | +6.0% | +28.8% | +25.6% |
| 3M | +8.8% | +3.8% | +5.1% | +4.2% |
| 6M | +12.3% | +16.3% | -4.0% | -3.8% |
| YTD | -10.6% | +27.5% | -38.1% | -30.3% |
| 1Y | -6.7% | +32.8% | -39.5% | -30.4% |
| All | -6.7% | +33.0% | -39.8% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling