+3.6%
IEF vs WCC
+540.7%
-537.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.6% | -3.8% | -0.1% |
| 7D | -1.3% | +1.4% | -2.7% | -1.3% |
| 30D | -1.7% | -2.3% | +0.5% | -1.8% |
| 3M | -2.5% | +3.7% | -6.2% | -2.4% |
| 6M | -3.3% | +34.8% | -38.0% | -2.7% |
| YTD | -2.8% | +46.1% | -49.0% | -2.1% |
| 1Y | -2.7% | +62.7% | -65.5% | -1.7% |
| 3Y | +8.9% | +133.6% | -124.7% | +11.2% |
| 5Y | -9.4% | +226.1% | -235.5% | -6.0% |
| All | +3.6% | +540.7% | -537.1% | +10.9% |
Cumulative growth
Daily Returns
Daily percentage return beside WCC.
Daily Out/Under-Performance
Portfolio return minus WCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCC 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 10y: compounded portfolio wealth divided by compounded WCC 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…
10y analysis · Full analysis span regression · 6 months rolling