+129.6%
IEF vs WCN
+2,764.0%
-2,634.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | +0.1% | -0.4% | +0.5% | 0.0% |
| 30D | -0.7% | -2.1% | +1.4% | -0.8% |
| 3M | -0.4% | +6.4% | -6.8% | -0.1% |
| 6M | -2.5% | -3.7% | +1.2% | -2.6% |
| YTD | -1.6% | -6.4% | +4.8% | -1.8% |
| 1Y | -1.3% | -7.9% | +6.6% | -1.6% |
| 3Y | +10.1% | +20.8% | -10.7% | +11.6% |
| 5Y | -8.3% | +29.0% | -37.3% | -6.4% |
| 10Y | +4.5% | +236.4% | -231.9% | +15.0% |
| All | +129.6% | +2,764.0% | -2,634.4% | +201.8% |
Cumulative growth
Daily Returns
Daily percentage return beside WCN.
Daily Out/Under-Performance
Portfolio return minus WCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WCN 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 WCN 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