+129.6%
IEF vs GWW
+3,832.0%
-3,702.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GWW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | -0.3% |
| 7D | +0.1% | -1.5% | +1.6% | 0.0% |
| 30D | -0.7% | +1.1% | -1.8% | -0.7% |
| 3M | -0.4% | -1.0% | +0.6% | -0.5% |
| 6M | -2.5% | +16.3% | -18.8% | -1.5% |
| YTD | -1.6% | +28.5% | -30.1% | +0.1% |
| 1Y | -1.3% | +30.3% | -31.6% | +0.5% |
| 3Y | +10.1% | +91.6% | -81.5% | +15.5% |
| 5Y | -8.3% | +224.0% | -232.3% | +0.4% |
| 10Y | +4.5% | +551.3% | -546.8% | +23.4% |
| All | +129.6% | +3,832.0% | -3,702.4% | +230.0% |
Cumulative growth
Daily Returns
Daily percentage return beside GWW.
Daily Out/Under-Performance
Portfolio return minus GWW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWW 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 GWW 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