+4.5%
IEF vs ACWI
+226.0%
-221.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | -0.7% | -0.2% | -0.5% | -0.7% |
| 3M | -0.4% | +4.7% | -5.1% | -0.3% |
| 6M | -2.5% | +14.5% | -17.0% | -2.0% |
| YTD | -1.6% | +14.6% | -16.2% | -1.1% |
| 1Y | -1.3% | +21.4% | -22.7% | -0.5% |
| 3Y | +10.1% | +77.6% | -67.5% | +13.1% |
| 5Y | -8.3% | +68.1% | -76.4% | -6.6% |
| 10Y | +4.5% | +226.1% | -221.7% | +13.6% |
| All | +4.5% | +226.0% | -221.5% | +13.6% |
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