+129.0%
IEF vs ITW
+1,267.8%
-1,138.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.5% | -0.4% |
| 7D | -0.3% | -1.9% | +1.6% | -0.4% |
| 30D | -0.6% | -10.4% | +9.8% | -1.3% |
| 3M | -1.0% | +3.5% | -4.5% | -0.7% |
| 6M | -3.1% | -3.4% | +0.3% | -3.2% |
| YTD | -1.9% | +8.5% | -10.4% | -1.2% |
| 1Y | -1.4% | +3.2% | -4.6% | -1.0% |
| 3Y | +9.8% | +18.9% | -9.1% | +11.7% |
| 5Y | -8.8% | +35.0% | -43.8% | -5.9% |
| 10Y | +4.7% | +188.6% | -184.0% | +18.0% |
| All | +129.0% | +1,267.8% | -1,138.9% | +215.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling