+126.3%
IEF vs BBWI
+324.4%
-198.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.9% | +2.1% | -0.9% |
| 7D | -1.9% | -4.5% | +2.6% | -2.0% |
| 30D | +1.1% | +17.1% | -16.0% | +1.5% |
| 3M | -1.9% | +17.5% | -19.4% | -1.5% |
| 6M | -2.4% | +12.8% | -15.2% | -1.9% |
| YTD | -3.0% | +8.2% | -11.2% | -2.5% |
| 1Y | -3.1% | -1.8% | -1.3% | -2.8% |
| 3Y | +10.7% | -25.8% | +36.4% | +11.0% |
| 5Y | -8.0% | -68.0% | +60.0% | -9.7% |
| 10Y | +6.9% | -47.6% | +54.5% | +9.2% |
| All | +126.3% | +324.4% | -198.1% | +172.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling