-7.8%
IEF vs WAB
+214.2%
-222.0%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -3.1% |
| 1Y | -3.0% | +46.4% | -49.4% | -2.9% |
| 3Y | +10.5% | +167.4% | -156.8% | +11.0% |
| All | -7.8% | +214.2% | -222.0% | -7.8% |
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