-9.2%
IEF vs TW
+19.6%
-28.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.5% | -0.3% | -0.8% |
| 7D | -1.2% | -2.7% | +1.5% | -1.1% |
| 30D | -1.5% | -1.7% | +0.3% | -1.4% |
| 3M | -1.7% | +1.6% | -3.3% | -1.7% |
| 6M | -3.5% | -17.7% | +14.2% | -3.1% |
| YTD | -2.6% | -4.3% | +1.7% | -2.6% |
| 1Y | -2.4% | -13.1% | +10.7% | -2.2% |
| 3Y | +8.9% | +20.3% | -11.4% | +7.7% |
| 5Y | -9.2% | +22.0% | -31.2% | -12.1% |
| All | -9.2% | +19.6% | -28.9% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside TW.
Daily Out/Under-Performance
Portfolio return minus TW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TW 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 TW 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