+126.3%
IEF vs WAT
+1,978.2%
-1,851.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.8% | +1.0% | -0.9% |
| 7D | -1.9% | +2.0% | -3.9% | -1.8% |
| 30D | +1.1% | +7.7% | -6.6% | +1.4% |
| 3M | -1.9% | +11.1% | -13.0% | -1.6% |
| 6M | -2.4% | +31.2% | -33.6% | -1.4% |
| YTD | -3.0% | +21.7% | -24.7% | -2.2% |
| 1Y | -3.1% | +19.3% | -22.5% | -2.4% |
| 3Y | +10.7% | +80.6% | -69.9% | +14.0% |
| 5Y | -8.0% | +29.5% | -37.5% | -6.4% |
| 10Y | +6.9% | +225.3% | -218.4% | +15.9% |
| All | +126.3% | +1,978.2% | -1,851.9% | +177.8% |
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