+17.0%
IEFA vs IWD
+33.0%
-16.1%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.6% | -0.1% | -0.4% |
| 7D | +1.9% | +2.5% | -0.7% | -0.9% |
| 30D | +1.4% | +6.0% | -4.6% | -4.9% |
| 3M | -1.4% | +3.8% | -5.2% | -5.4% |
| 6M | +6.3% | +16.3% | -10.0% | -10.9% |
| YTD | +11.9% | +27.5% | -15.6% | -14.7% |
| 1Y | +17.0% | +32.8% | -15.8% | -14.3% |
| All | +17.0% | +33.0% | -16.1% | -14.3% |
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