+129.8%
IEF vs WAT
+1,740.7%
-1,610.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | -0.1% |
| 7D | -0.3% | -1.3% | +1.0% | -0.3% |
| 30D | -0.8% | +2.3% | -3.1% | -0.7% |
| 3M | -1.0% | +8.7% | -9.7% | -0.7% |
| 6M | -2.8% | +28.3% | -31.1% | -1.8% |
| YTD | -1.5% | +7.8% | -9.3% | -1.1% |
| 1Y | -0.4% | +36.6% | -37.0% | +0.9% |
| 3Y | +9.7% | +45.7% | -36.0% | +12.0% |
| 5Y | -8.3% | -3.3% | -5.0% | -8.0% |
| 10Y | +4.6% | +162.1% | -157.5% | +12.4% |
| All | +129.8% | +1,740.7% | -1,610.9% | +180.9% |
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