-8.1%
EFX vs IWD
+28.9%
-37.0%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.5% | +0.5% |
| 7D | -0.8% | +2.3% | -3.1% | -3.4% |
| 30D | +25.1% | +3.6% | +21.5% | +19.6% |
| 3M | +1.7% | +2.2% | -0.5% | -1.2% |
| 6M | +18.4% | +13.0% | +5.4% | +4.8% |
| YTD | -12.5% | +26.5% | -39.0% | -31.3% |
| 1Y | -8.1% | +30.1% | -38.2% | -30.3% |
| All | -8.1% | +28.9% | -37.0% | -30.3% |
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