+10.0%
IEF vs BBWI
-47.8%
+57.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.3% | +6.0% | -0.2% |
| 7D | -0.3% | -4.4% | +4.1% | -0.3% |
| 30D | -0.6% | -7.4% | +6.8% | -0.5% |
| 3M | -1.0% | -2.2% | +1.2% | -1.0% |
| 6M | -3.1% | -16.3% | +13.2% | -3.0% |
| YTD | -1.9% | -9.1% | +7.3% | -1.9% |
| 1Y | -1.4% | -34.5% | +33.2% | -1.2% |
| All | +10.0% | -47.8% | +57.8% | +8.9% |
Cumulative growth
Daily Returns
Daily percentage return beside BBWI.
Daily Out/Under-Performance
Portfolio return minus BBWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BBWI 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 3y: compounded portfolio wealth divided by compounded BBWI 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…
3y analysis · Full analysis span regression · 6 months rolling