+756.6%
IWM vs EFX
+1,393.0%
-636.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.8% | -1.2% |
| 7D | +2.8% | -3.6% | +6.4% | +4.5% |
| 30D | +0.6% | +25.3% | -24.7% | -10.4% |
| 3M | -7.8% | +3.8% | -11.6% | -10.8% |
| 6M | -1.0% | +12.7% | -13.7% | -9.5% |
| YTD | +13.9% | -13.1% | +27.0% | +15.9% |
| 1Y | +15.4% | -9.3% | +24.8% | +14.9% |
| 3Y | +70.2% | +3.5% | +66.7% | +51.2% |
| 5Y | +23.7% | -30.6% | +54.3% | +31.0% |
| 10Y | +147.8% | +80.2% | +67.6% | +42.7% |
| All | +756.6% | +1,393.0% | -636.4% | +68.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling