+97.9%
EWT vs IEF
-0.2%
+98.1%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | 0.0% | +1.9% | +1.9% |
| 7D | +4.0% | -0.3% | +4.3% | +4.5% |
| 30D | +10.3% | -0.8% | +11.1% | +11.9% |
| 3M | +6.1% | -1.0% | +7.1% | +8.0% |
| 6M | +56.6% | -2.8% | +59.4% | +59.7% |
| YTD | +76.6% | -1.5% | +78.1% | +81.1% |
| 1Y | +97.9% | -0.4% | +98.3% | +104.6% |
| All | +97.9% | -0.2% | +98.1% | +104.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling