+151.9%
IWM vs EFX
+78.9%
+73.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.8% | +0.9% |
| 7D | -0.3% | -2.0% | +1.6% | +0.3% |
| 30D | +1.9% | +27.9% | -26.0% | -7.4% |
| 3M | -5.7% | +3.8% | -9.5% | -7.9% |
| 6M | -0.3% | +13.0% | -13.3% | -6.8% |
| YTD | +15.8% | -12.4% | +28.2% | +17.8% |
| 1Y | +17.1% | -10.4% | +27.5% | +18.0% |
| 3Y | +73.1% | +4.4% | +68.6% | +58.2% |
| 5Y | +25.9% | -28.9% | +54.7% | +30.9% |
| 10Y | +151.9% | +81.7% | +70.2% | +78.0% |
| All | +151.9% | +78.9% | +73.0% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 10y: compounded portfolio wealth divided by compounded EFX 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…
10y analysis · Full analysis span regression · 6 months rolling