+129.8%
IEF vs BWA
+1,335.1%
-1,205.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BWA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.8% | -2.8% | +0.1% |
| 7D | -0.3% | +5.7% | -6.0% | -0.1% |
| 30D | -0.8% | +1.4% | -2.2% | -0.7% |
| 3M | -1.0% | -12.1% | +11.1% | -1.4% |
| 6M | -2.8% | +28.6% | -31.3% | -1.6% |
| YTD | -1.5% | +51.1% | -52.6% | +0.6% |
| 1Y | -0.4% | +55.9% | -56.3% | +1.8% |
| 3Y | +9.7% | +70.1% | -60.5% | +13.0% |
| 5Y | -8.3% | +90.7% | -99.0% | -4.5% |
| 10Y | +4.6% | +154.0% | -149.4% | +12.5% |
| All | +129.8% | +1,335.1% | -1,205.3% | +187.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling