+3.8%
IEF vs WEC
+146.6%
-142.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.8% |
| 7D | -1.2% | -1.3% | +0.1% | -1.1% |
| 30D | -1.5% | -0.4% | -1.1% | -1.5% |
| 3M | -1.7% | -6.8% | +5.1% | -1.4% |
| 6M | -3.5% | -6.4% | +2.9% | -3.3% |
| YTD | -2.6% | +2.5% | -5.1% | -2.7% |
| 1Y | -2.4% | -0.4% | -2.0% | -2.4% |
| 3Y | +8.9% | +38.5% | -29.6% | +7.8% |
| 5Y | -9.2% | +31.7% | -40.9% | -10.1% |
| All | +3.8% | +146.6% | -142.8% | -3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WEC.
Daily Out/Under-Performance
Portfolio return minus WEC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WEC 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 WEC 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