-9.2%
IEF vs WAB
+220.1%
-229.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.1% | -0.7% | -0.8% |
| 7D | -1.2% | -0.2% | -1.0% | -1.2% |
| 30D | -1.5% | -5.9% | +4.4% | -1.5% |
| 3M | -1.7% | +9.4% | -11.0% | -1.7% |
| 6M | -3.5% | +13.8% | -17.4% | -3.5% |
| YTD | -2.6% | +31.8% | -34.4% | -2.5% |
| 1Y | -2.4% | +48.5% | -50.9% | -2.1% |
| 3Y | +8.9% | +167.0% | -158.0% | +9.7% |
| 5Y | -9.2% | +222.3% | -231.6% | -8.4% |
| All | -9.2% | +220.1% | -229.4% | -8.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling