-1.3%
IWM vs EFA
+2.7%
-4.1%
-11.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | +1.4% | +2.2% | -0.8% | -0.6% |
| 30D | +2.3% | +1.4% | +0.9% | +1.2% |
| 3M | -8.3% | -4.2% | -4.2% | -4.6% |
| 6M | -1.3% | +1.9% | -3.2% | -3.2% |
| All | -1.3% | +2.7% | -4.1% | -3.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling