-8.8%
EFX vs IWD
+29.9%
-38.7%
-39.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.0% | -2.7% | -3.0% |
| 7D | -2.2% | +1.3% | -3.4% | -3.9% |
| 30D | +29.2% | +3.6% | +25.6% | +23.5% |
| 3M | +3.5% | +2.3% | +1.1% | +0.5% |
| 6M | +7.8% | +13.0% | -5.3% | -4.6% |
| YTD | -12.4% | +26.2% | -38.6% | -30.8% |
| All | -8.8% | +29.9% | -38.7% | -29.8% |
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 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