+704.6%
IWM vs EFA
+375.7%
+328.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +1.0% |
| 3M | -8.3% | -4.2% | -4.2% | -4.7% |
| 6M | -1.3% | +1.9% | -3.2% | -3.0% |
| YTD | +13.5% | +10.2% | +3.3% | +3.6% |
| 1Y | +18.4% | +12.8% | +5.6% | +5.8% |
| 3Y | +69.6% | +65.2% | +4.4% | +7.4% |
| 5Y | +23.3% | +49.8% | -26.6% | -14.3% |
| 10Y | +147.0% | +145.2% | +1.8% | +13.8% |
| All | +704.6% | +375.7% | +328.9% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling