-7.8%
IEF vs WEC
+56.3%
-64.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WEC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.9% | -1.1% | -0.3% |
| 7D | -2.0% | +2.3% | -4.3% | -2.2% |
| 30D | +0.7% | +11.1% | -10.4% | -0.5% |
| 3M | -2.5% | +8.4% | -10.9% | -3.4% |
| 6M | -2.6% | +7.5% | -10.1% | -3.5% |
| YTD | -3.2% | +15.3% | -18.5% | -4.9% |
| 1Y | -3.0% | +9.7% | -12.8% | -4.2% |
| 3Y | +10.5% | +64.7% | -54.1% | +3.6% |
| All | -7.8% | +56.3% | -64.1% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling