-1.3%
IEF vs ACWI
+21.5%
-22.8%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | 0.0% |
| 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% | -1.0% |
| 6M | -2.5% | +14.5% | -17.0% | -3.6% |
| YTD | -1.6% | +14.6% | -16.2% | -2.8% |
| 1Y | -1.3% | +21.4% | -22.7% | -2.9% |
| All | -1.3% | +21.5% | -22.8% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling