+129.6%
IEF vs WSM
+2,664.3%
-2,534.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WSM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.2% | -0.3% | -0.1% |
| 7D | +0.1% | +2.6% | -2.5% | +0.1% |
| 30D | -0.7% | -9.5% | +8.8% | -1.0% |
| 3M | -0.4% | +12.9% | -13.3% | -0.1% |
| 6M | -2.5% | +23.0% | -25.5% | -2.0% |
| YTD | -1.6% | +28.9% | -30.5% | -0.9% |
| 1Y | -1.3% | +13.7% | -15.0% | -0.9% |
| 3Y | +10.1% | +232.6% | -222.5% | +14.4% |
| 5Y | -8.3% | +185.9% | -194.2% | -4.6% |
| 10Y | +4.5% | +998.6% | -994.1% | +16.1% |
| All | +129.6% | +2,664.3% | -2,534.7% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WSM.
Daily Out/Under-Performance
Portfolio return minus WSM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WSM 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 all: compounded portfolio wealth divided by compounded WSM 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…
all analysis · Full analysis span regression · 6 months rolling