-8.8%
IEF vs BWA
+89.5%
-98.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.3% |
| 7D | -0.3% | +0.1% | -0.4% | -0.3% |
| 30D | -0.6% | -5.6% | +5.0% | -0.5% |
| 3M | -1.0% | -10.7% | +9.7% | -0.9% |
| 6M | -3.1% | +23.2% | -26.2% | -3.2% |
| YTD | -1.9% | +46.0% | -47.9% | -2.0% |
| 1Y | -1.4% | +51.2% | -52.5% | -1.5% |
| 3Y | +9.8% | +69.6% | -59.8% | +9.4% |
| 5Y | -8.8% | +86.6% | -95.4% | -9.2% |
| All | -8.8% | +89.5% | -98.3% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling