+65.6%
IWM vs EFA
+66.8%
-1.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.5% | +0.1% | +0.1% |
| 7D | +1.4% | +1.2% | +0.2% | +0.2% |
| 30D | -2.3% | -0.7% | -1.6% | -1.6% |
| 3M | +4.0% | +6.4% | -2.4% | -2.4% |
| 6M | +17.9% | +11.4% | +6.6% | +5.6% |
| YTD | +20.2% | +14.0% | +6.2% | +4.7% |
| 1Y | +25.0% | +20.2% | +4.8% | +3.0% |
| All | +65.6% | +66.8% | -1.2% | -8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 3y: compounded portfolio wealth divided by compounded EFA 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…
3y analysis · Full analysis span regression · 6 months rolling