+1,404.9%
EFX vs IWD
+728.9%
+676.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.4% | -1.8% | -1.9% |
| 7D | +2.7% | -0.5% | +3.2% | +3.1% |
| 30D | +33.1% | +2.7% | +30.5% | +29.9% |
| 3M | +8.2% | +0.9% | +7.3% | +7.5% |
| 6M | +10.2% | +10.5% | -0.4% | +0.5% |
| YTD | -11.8% | +23.7% | -35.5% | -27.6% |
| 1Y | -6.1% | +28.7% | -34.8% | -25.7% |
| 3Y | +7.5% | +79.7% | -72.2% | -36.6% |
| 5Y | -30.7% | +69.7% | -100.4% | -56.2% |
| 10Y | +68.7% | +211.4% | -142.7% | -39.4% |
| All | +1,404.9% | +728.9% | +676.0% | +108.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling