+9.1%
IEF vs WPM
+259.8%
-250.7%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WPM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.7% | +2.9% | -0.7% |
| 7D | -1.2% | -3.6% | +2.4% | -1.1% |
| 30D | -1.5% | +12.5% | -13.9% | -1.9% |
| 3M | -1.7% | +40.6% | -42.3% | -3.0% |
| 6M | -3.5% | +0.5% | -4.1% | -3.8% |
| YTD | -2.6% | +29.0% | -31.7% | -4.0% |
| 1Y | -2.4% | +43.8% | -46.2% | -4.3% |
| All | +9.1% | +259.8% | -250.7% | -1.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling