+8.9%
IEF vs ITW
+20.2%
-11.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -1.3% | -0.7% | -0.6% | -1.3% |
| 30D | -1.7% | -8.3% | +6.6% | -1.4% |
| 3M | -2.5% | +6.0% | -8.6% | -2.8% |
| 6M | -3.3% | 0.0% | -3.2% | -3.3% |
| YTD | -2.8% | +10.2% | -13.0% | -3.2% |
| 1Y | -2.7% | +3.2% | -5.9% | -2.9% |
| 3Y | +8.9% | +21.0% | -12.1% | +7.4% |
| All | +8.9% | +20.2% | -11.3% | +7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 3y: compounded portfolio wealth divided by compounded ITW 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…
3y analysis · Full analysis span regression · 6 months rolling