+127.5%
IEF vs IWD
+879.5%
-752.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | -0.2% | +1.6% | -1.7% | 0.0% |
| 30D | +1.8% | +3.6% | -1.8% | +2.2% |
| 3M | -1.2% | +2.0% | -3.2% | -1.0% |
| 6M | -2.5% | +13.1% | -15.6% | -1.2% |
| YTD | -2.5% | +26.2% | -28.7% | +0.1% |
| 1Y | -2.3% | +29.6% | -31.9% | +0.6% |
| 3Y | +11.3% | +84.3% | -73.0% | +19.5% |
| 5Y | -7.6% | +73.4% | -81.0% | -1.3% |
| 10Y | +7.3% | +202.4% | -195.2% | +25.1% |
| All | +127.5% | +879.5% | -752.0% | +224.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling