+521.8%
IWD vs EFV
+248.5%
+273.3%
-60.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.3% |
| 7D | +1.6% | +2.1% | -0.6% | -0.1% |
| 30D | +3.6% | +3.1% | +0.5% | +1.2% |
| 3M | +2.0% | -1.3% | +3.4% | +3.0% |
| 6M | +13.1% | +6.0% | +7.0% | +7.9% |
| YTD | +26.2% | +15.8% | +10.4% | +12.0% |
| 1Y | +29.6% | +21.1% | +8.5% | +11.1% |
| 3Y | +84.3% | +91.0% | -6.7% | +10.2% |
| 5Y | +73.4% | +94.3% | -20.9% | +1.7% |
| 10Y | +202.5% | +160.4% | +42.0% | +41.3% |
| All | +521.8% | +248.5% | +273.3% | +129.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling