+3.8%
IEF vs WST
+341.6%
-337.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | WST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.2% | -3.0% | -0.8% |
| 7D | -1.2% | +0.4% | -1.6% | -1.2% |
| 30D | -1.5% | -2.0% | +0.6% | -1.5% |
| 3M | -1.7% | +4.1% | -5.8% | -1.7% |
| 6M | -3.5% | +47.4% | -50.9% | -3.4% |
| YTD | -2.6% | +25.4% | -28.0% | -2.6% |
| 1Y | -2.4% | +35.3% | -37.7% | -2.3% |
| 3Y | +8.9% | -11.7% | +20.6% | +8.9% |
| 5Y | -9.2% | -24.0% | +14.8% | -10.5% |
| All | +3.8% | +341.6% | -337.9% | +11.5% |
Cumulative growth
Daily Returns
Daily percentage return beside WST.
Daily Out/Under-Performance
Portfolio return minus WST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WST 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded WST 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling