+7.3%
IEF vs BWA
+94.2%
-86.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.2% |
| 7D | -2.0% | +4.3% | -6.2% | -1.9% |
| 30D | +0.7% | -13.0% | +13.7% | +0.4% |
| 3M | -2.5% | -24.8% | +22.3% | -3.0% |
| 6M | -2.6% | -23.5% | +21.0% | -3.0% |
| YTD | -3.2% | +13.8% | -17.0% | -2.6% |
| 1Y | -3.0% | +13.4% | -16.5% | -2.4% |
| 3Y | +10.5% | +62.8% | -52.2% | +12.7% |
| 5Y | -8.2% | +28.5% | -36.6% | -6.9% |
| All | +7.3% | +94.2% | -86.9% | +12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside BWA.
Daily Out/Under-Performance
Portfolio return minus BWA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BWA 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 10y: compounded portfolio wealth divided by compounded BWA 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…
10y analysis · Full analysis span regression · 6 months rolling