-8.3%
IEF vs IWD
+73.8%
-82.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | -0.1% |
| 7D | +0.1% | -0.2% | +0.2% | +0.1% |
| 30D | -0.7% | -0.8% | +0.1% | -0.7% |
| 3M | -0.4% | +8.0% | -8.5% | -0.8% |
| 6M | -2.5% | +18.2% | -20.7% | -3.3% |
| YTD | -1.6% | +22.3% | -23.9% | -2.6% |
| 1Y | -1.3% | +28.9% | -30.2% | -2.5% |
| 3Y | +10.1% | +71.5% | -61.4% | +7.1% |
| 5Y | -8.3% | +73.6% | -81.9% | -11.4% |
| All | -8.3% | +73.8% | -82.1% | -11.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling