-9.2%
IEF vs BBWI
-69.5%
+60.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.5% | +0.7% | -0.8% |
| 7D | -1.2% | -8.0% | +6.8% | -1.1% |
| 30D | -1.5% | -6.6% | +5.2% | -1.4% |
| 3M | -1.7% | -2.7% | +1.0% | -1.7% |
| 6M | -3.5% | -12.8% | +9.3% | -3.5% |
| YTD | -2.6% | -10.5% | +7.8% | -2.6% |
| 1Y | -2.4% | -35.3% | +33.0% | -2.2% |
| 3Y | +8.9% | -47.7% | +56.7% | +9.1% |
| 5Y | -9.2% | -68.9% | +59.6% | -10.9% |
| All | -9.2% | -69.5% | +60.2% | -10.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling