+73.4%
IWD vs EFV
+93.3%
-19.9%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +1.6% | +2.1% | -0.6% | 0.0% |
| 30D | +3.6% | +3.1% | +0.5% | +1.4% |
| 3M | +2.0% | -1.3% | +3.4% | +3.0% |
| 6M | +13.1% | +6.0% | +7.0% | +8.2% |
| YTD | +26.2% | +15.8% | +10.4% | +12.7% |
| 1Y | +29.6% | +21.1% | +8.5% | +11.9% |
| 3Y | +84.3% | +91.0% | -6.7% | +11.7% |
| All | +73.4% | +93.3% | -19.9% | +2.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling