+3.6%
IEF vs WTW
+198.0%
-194.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.2% | -0.2% |
| 7D | -1.3% | -5.7% | +4.4% | -1.5% |
| 30D | -1.7% | -7.3% | +5.5% | -1.9% |
| 3M | -2.5% | +21.5% | -24.0% | -2.1% |
| 6M | -3.3% | +9.6% | -12.9% | -3.0% |
| YTD | -2.8% | -3.3% | +0.5% | -2.8% |
| 1Y | -2.7% | -6.1% | +3.4% | -2.8% |
| 3Y | +8.9% | +61.8% | -52.9% | +10.5% |
| 5Y | -9.4% | +42.7% | -52.1% | -8.3% |
| All | +3.6% | +198.0% | -194.5% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WTW.
Daily Out/Under-Performance
Portfolio return minus WTW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WTW 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 10y: compounded portfolio wealth divided by compounded WTW 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…
10y analysis · Full analysis span regression · 6 months rolling