+204.4%
IEFA vs IWD
+394.8%
-190.4%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | -0.1% |
| 7D | +2.2% | +2.3% | -0.1% | +0.3% |
| 30D | +1.1% | +3.6% | -2.5% | -1.9% |
| 3M | -4.3% | +2.2% | -6.4% | -6.0% |
| 6M | +1.4% | +13.0% | -11.6% | -8.7% |
| YTD | +10.1% | +26.5% | -16.4% | -9.9% |
| 1Y | +12.9% | +30.1% | -17.2% | -9.8% |
| 3Y | +65.8% | +84.9% | -19.1% | -2.2% |
| 5Y | +47.7% | +73.4% | -25.7% | -8.1% |
| 10Y | +146.8% | +204.0% | -57.2% | -8.0% |
| All | +204.4% | +394.8% | -190.4% | -25.7% |
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