+4.7%
IEF vs ARWR
+978.7%
-974.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.3% |
| 7D | -0.3% | -3.2% | +2.9% | -0.3% |
| 30D | -0.6% | -6.5% | +5.9% | -0.5% |
| 3M | -1.0% | +12.7% | -13.7% | -1.1% |
| 6M | -3.1% | +36.2% | -39.3% | -3.2% |
| YTD | -1.9% | +24.5% | -26.3% | -2.0% |
| 1Y | -1.4% | +198.0% | -199.3% | -1.9% |
| 3Y | +9.8% | +176.4% | -166.6% | +9.0% |
| 5Y | -8.8% | +26.6% | -35.4% | -9.5% |
| 10Y | +4.7% | +1,054.1% | -1,049.4% | +4.7% |
| All | +4.7% | +978.7% | -974.0% | +4.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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