+78.1%
EFX vs IWD
+203.8%
-125.7%
-54.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | +0.3% | +1.6% | -1.3% | -1.4% |
| 30D | +29.1% | +3.6% | +25.5% | +24.6% |
| 3M | +4.3% | +2.0% | +2.2% | +2.3% |
| 6M | +7.7% | +13.1% | -5.3% | -4.6% |
| YTD | -12.5% | +26.2% | -38.7% | -30.6% |
| 1Y | -8.8% | +29.6% | -38.4% | -29.6% |
| 3Y | +4.3% | +84.3% | -80.0% | -41.9% |
| 5Y | -29.4% | +73.4% | -102.8% | -57.8% |
| 10Y | +78.1% | +202.4% | -124.3% | -31.8% |
| All | +78.1% | +203.8% | -125.7% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling