+198.1%
IWD vs EFV
+169.9%
+28.2%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.1% | -0.2% | 0.0% |
| 7D | -0.8% | -0.8% | 0.0% | -0.1% |
| 30D | -0.8% | +0.6% | -1.5% | -1.4% |
| 3M | +6.9% | +7.5% | -0.6% | +0.5% |
| 6M | +18.3% | +13.0% | +5.3% | +6.4% |
| YTD | +22.4% | +18.3% | +4.0% | +5.7% |
| 1Y | +27.4% | +26.7% | +0.7% | +3.7% |
| 3Y | +71.2% | +89.6% | -18.4% | -2.4% |
| 5Y | +75.7% | +98.2% | -22.5% | -4.4% |
| All | +198.1% | +169.9% | +28.2% | +25.3% |
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