+129.8%
IEF vs BBWI
+292.8%
-163.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BBWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.9% | 0.0% |
| 7D | -0.3% | +1.5% | -1.8% | -0.3% |
| 30D | -0.8% | -5.2% | +4.4% | -0.9% |
| 3M | -1.0% | +11.1% | -12.1% | -0.6% |
| 6M | -2.8% | -13.4% | +10.6% | -2.9% |
| YTD | -1.5% | +0.1% | -1.6% | -1.3% |
| 1Y | -0.4% | -36.1% | +35.7% | -1.2% |
| 3Y | +9.7% | -44.1% | +53.7% | +9.0% |
| 5Y | -8.3% | -66.2% | +57.9% | -9.8% |
| 10Y | +4.6% | -54.8% | +59.4% | +6.3% |
| All | +129.8% | +292.8% | -163.0% | +175.9% |
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