+125.9%
IEF vs BBWI
+330.6%
-204.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +0.7% | +12.9% | -12.2% | +1.0% |
| 3M | -2.5% | +16.0% | -18.5% | -2.1% |
| 6M | -2.6% | +16.6% | -19.2% | -2.0% |
| YTD | -3.2% | +9.7% | -12.9% | -2.7% |
| 1Y | -3.0% | +1.5% | -4.5% | -2.6% |
| 3Y | +10.5% | -21.4% | +31.9% | +11.0% |
| 5Y | -8.2% | -67.6% | +59.4% | -9.9% |
| 10Y | +6.7% | -46.8% | +53.5% | +9.1% |
| All | +125.9% | +330.6% | -204.8% | +171.9% |
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 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