+10.5%
IEF vs WAB
+168.8%
-158.3%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.7% | -0.2% |
| 7D | -2.0% | +5.1% | -7.0% | -2.0% |
| 30D | +0.7% | +4.0% | -3.3% | +0.7% |
| 3M | -2.5% | +0.1% | -2.6% | -2.5% |
| 6M | -2.6% | +12.8% | -15.3% | -2.6% |
| YTD | -3.2% | +40.1% | -43.3% | -3.2% |
| 1Y | -3.0% | +46.4% | -49.4% | -3.0% |
| 3Y | +10.5% | +167.4% | -156.8% | +5.6% |
| All | +10.5% | +168.8% | -158.3% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside WAB.
Daily Out/Under-Performance
Portfolio return minus WAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAB 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 WAB 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