-25.6%
EFX vs IWD
+30.5%
-56.0%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.6% |
| 7D | -8.6% | -0.3% | -8.4% | -8.3% |
| 30D | +0.1% | +0.6% | -0.5% | -0.4% |
| 3M | +3.8% | +7.2% | -3.4% | -2.8% |
| 6M | -13.5% | +16.2% | -29.7% | -26.0% |
| YTD | -17.7% | +23.3% | -41.0% | -34.4% |
| 1Y | -25.6% | +29.6% | -55.1% | -45.0% |
| All | -25.6% | +30.5% | -56.0% | -45.0% |
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