+84.9%
EWT vs IEF
-2.7%
+87.6%
-19.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -0.2% | +2.0% | +2.2% |
| 7D | -1.1% | -1.3% | +0.2% | +1.3% |
| 30D | +4.5% | -1.7% | +6.2% | +7.8% |
| 3M | +8.3% | -2.5% | +10.8% | +13.4% |
| 6M | +54.2% | -3.3% | +57.5% | +61.4% |
| YTD | +74.6% | -2.8% | +77.4% | +83.5% |
| 1Y | +84.9% | -2.7% | +87.6% | +99.8% |
| All | +84.9% | -2.7% | +87.6% | +99.8% |
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