-31.4%
EFX vs IWD
+28.8%
-60.2%
-41.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -0.8% | -2.3% | -2.1% |
| 7D | -7.8% | -0.2% | -7.7% | -7.5% |
| 30D | -5.7% | -0.8% | -4.9% | -4.7% |
| 3M | +2.5% | +8.0% | -5.5% | -4.7% |
| 6M | -16.7% | +18.2% | -34.9% | -30.4% |
| YTD | -20.2% | +22.3% | -42.5% | -36.1% |
| 1Y | -31.4% | +28.9% | -60.3% | -50.2% |
| All | -31.4% | +28.8% | -60.2% | -50.2% |
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