-2.4%
IEF vs WEC
+0.7%
-3.1%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.7% |
| 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% | -3.2% |
| YTD | -2.6% | +2.5% | -5.1% | -2.6% |
| 1Y | -2.4% | -0.4% | -2.0% | -2.0% |
| All | -2.4% | +0.7% | -3.1% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling