+19.7%
IEF vs NWSA
+123.2%
-103.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NWSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.9% | +1.8% | -0.1% |
| 7D | +0.1% | -2.6% | +2.7% | 0.0% |
| 30D | -0.7% | +4.6% | -5.3% | -0.6% |
| 3M | -0.4% | +10.2% | -10.6% | -0.1% |
| 6M | -2.5% | +21.6% | -24.1% | -1.9% |
| YTD | -1.6% | +14.6% | -16.2% | -1.2% |
| 1Y | -1.3% | +0.4% | -1.7% | -1.2% |
| 3Y | +10.1% | +45.0% | -34.9% | +11.7% |
| 5Y | -8.3% | +41.3% | -49.6% | -7.0% |
| 10Y | +4.5% | +142.8% | -138.3% | +11.1% |
| All | +19.7% | +123.2% | -103.5% | +27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NWSA.
Daily Out/Under-Performance
Portfolio return minus NWSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NWSA 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 NWSA 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