-8.3%
IEF vs ARWR
+29.5%
-37.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.1% | +2.9% | -2.8% | 0.0% |
| 30D | -0.7% | -2.9% | +2.2% | -0.7% |
| 3M | -0.4% | +15.2% | -15.7% | -0.7% |
| 6M | -2.5% | +42.3% | -44.8% | -3.2% |
| YTD | -1.6% | +28.2% | -29.8% | -2.1% |
| 1Y | -1.3% | +213.2% | -214.6% | -3.5% |
| 3Y | +10.1% | +184.6% | -174.6% | +7.1% |
| 5Y | -8.3% | +29.2% | -37.6% | -11.1% |
| All | -8.3% | +29.5% | -37.8% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling