+7.6%
IEF vs ACWI
+226.8%
-219.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.6% | -2.7% | 0.0% |
| 7D | +0.3% | +0.3% | 0.0% | +0.3% |
| 30D | +2.7% | -2.8% | +5.5% | +2.6% |
| 3M | -0.8% | -3.2% | +2.4% | -0.9% |
| 6M | -1.7% | +1.3% | -2.9% | -1.6% |
| YTD | -1.6% | +11.2% | -12.9% | -1.2% |
| 1Y | -1.6% | +13.8% | -15.3% | -1.0% |
| 3Y | +12.4% | +76.2% | -63.8% | +15.5% |
| 5Y | -7.6% | +59.5% | -67.1% | -6.2% |
| 10Y | +7.6% | +222.2% | -214.6% | +15.9% |
| All | +7.6% | +226.8% | -219.3% | +15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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