-0.4%
IEF vs WPM
+53.7%
-54.2%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.1% | +1.0% | 0.0% |
| 7D | -0.3% | +1.1% | -1.4% | -0.3% |
| 30D | -0.8% | +26.4% | -27.1% | -1.3% |
| 3M | -1.0% | +20.8% | -21.8% | -1.5% |
| 6M | -2.8% | +1.1% | -3.9% | -3.3% |
| YTD | -1.5% | +32.5% | -34.0% | -2.0% |
| 1Y | -0.4% | +51.5% | -52.0% | -1.2% |
| All | -0.4% | +53.7% | -54.2% | -1.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WPM.
Daily Out/Under-Performance
Portfolio return minus WPM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WPM 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 WPM 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