+201.7%
IWD vs EFV
+163.3%
+38.4%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.1% |
| 7D | +2.3% | +2.5% | -0.3% | +0.1% |
| 30D | +3.6% | +2.9% | +0.7% | +1.1% |
| 3M | +2.2% | -1.4% | +3.6% | +3.3% |
| 6M | +13.0% | +5.5% | +7.4% | +7.7% |
| YTD | +26.5% | +16.1% | +10.4% | +10.9% |
| 1Y | +30.1% | +20.3% | +9.9% | +10.6% |
| 3Y | +84.9% | +90.4% | -5.6% | +4.8% |
| 5Y | +73.4% | +93.5% | -20.1% | -3.9% |
| All | +201.7% | +163.3% | +38.4% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 10y: compounded portfolio wealth divided by compounded EFV 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…
10y analysis · Full analysis span regression · 6 months rolling