+125.9%
IEF vs WCC
+4,978.0%
-4,852.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | -0.2% |
| 7D | -2.0% | +9.9% | -11.9% | -1.7% |
| 30D | +0.7% | -8.4% | +9.2% | +0.5% |
| 3M | -2.5% | -10.3% | +7.9% | -2.7% |
| 6M | -2.6% | -10.5% | +7.9% | -2.7% |
| YTD | -3.2% | +32.2% | -35.4% | -1.9% |
| 1Y | -3.0% | +25.5% | -28.6% | -1.9% |
| 3Y | +10.5% | +134.7% | -124.2% | +15.2% |
| 5Y | -8.2% | +139.9% | -148.1% | -3.4% |
| 10Y | +6.7% | +433.5% | -426.7% | +18.4% |
| All | +125.9% | +4,978.0% | -4,852.1% | +186.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling