+10.2%
IEF vs IWD
+73.3%
-63.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.7% | +0.6% | 0.0% |
| 7D | -0.3% | -0.3% | 0.0% | -0.3% |
| 30D | -0.8% | +0.6% | -1.4% | -0.8% |
| 3M | -1.0% | +7.2% | -8.2% | -1.5% |
| 6M | -2.8% | +16.2% | -19.0% | -3.8% |
| YTD | -1.5% | +23.3% | -24.8% | -2.9% |
| 1Y | -0.4% | +29.6% | -30.0% | -2.1% |
| All | +10.2% | +73.3% | -63.1% | +2.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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