+126.3%
IEF vs ARWR
+383.6%
-257.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.8% |
| 7D | -1.9% | -17.9% | +16.0% | -1.9% |
| 30D | +1.1% | -18.9% | +20.0% | +1.1% |
| 3M | -1.9% | -46.0% | +44.0% | -2.0% |
| 6M | -2.4% | -40.3% | +38.0% | -2.4% |
| YTD | -3.0% | -29.0% | +26.0% | -3.0% |
| 1Y | -3.1% | +13.8% | -17.0% | -3.1% |
| 3Y | +10.7% | +74.9% | -64.2% | +10.7% |
| 5Y | -8.0% | -36.2% | +28.2% | -8.0% |
| 10Y | +6.9% | +1,028.0% | -1,021.1% | +7.3% |
| All | +126.3% | +383.6% | -257.3% | +122.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling