+125.9%
IEF vs WAT
+1,969.5%
-1,843.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.0% | +0.6% | -2.6% | -2.0% |
| 30D | +0.7% | +5.4% | -4.7% | +0.9% |
| 3M | -2.5% | +11.3% | -13.8% | -2.1% |
| 6M | -2.6% | +37.4% | -40.0% | -1.4% |
| YTD | -3.2% | +21.2% | -24.4% | -2.4% |
| 1Y | -3.0% | +21.3% | -24.4% | -2.2% |
| 3Y | +10.5% | +83.4% | -72.8% | +13.9% |
| 5Y | -8.2% | +29.0% | -37.1% | -6.6% |
| 10Y | +6.7% | +223.9% | -217.2% | +15.7% |
| All | +125.9% | +1,969.5% | -1,843.6% | +177.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WAT.
Daily Out/Under-Performance
Portfolio return minus WAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WAT 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 WAT 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