+1,305.4%
EFX vs IWD
+726.5%
+578.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.7% |
| 7D | -8.6% | -0.3% | -8.4% | -8.4% |
| 30D | +0.1% | +0.6% | -0.5% | -0.3% |
| 3M | +3.8% | +7.2% | -3.4% | -2.6% |
| 6M | -13.5% | +16.2% | -29.7% | -24.9% |
| YTD | -17.7% | +23.3% | -41.0% | -32.3% |
| 1Y | -25.6% | +29.6% | -55.1% | -41.5% |
| 3Y | -12.1% | +70.5% | -82.5% | -45.6% |
| 5Y | -33.8% | +73.5% | -107.3% | -59.0% |
| 10Y | +45.1% | +198.3% | -153.2% | -45.9% |
| All | +1,305.4% | +726.5% | +578.9% | +95.1% |
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