+127.2%
IEF vs WTW
+535.3%
-408.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WTW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -1.2% | -7.8% | +6.6% | -1.5% |
| 30D | -1.5% | -7.9% | +6.4% | -1.8% |
| 3M | -1.7% | +19.9% | -21.6% | -0.9% |
| 6M | -3.5% | +9.8% | -13.3% | -3.1% |
| YTD | -2.6% | -3.3% | +0.7% | -2.6% |
| 1Y | -2.4% | -3.3% | +0.9% | -2.4% |
| 3Y | +8.9% | +61.5% | -52.6% | +11.5% |
| 5Y | -9.2% | +42.6% | -51.8% | -7.4% |
| 10Y | +3.9% | +197.1% | -193.2% | +10.8% |
| All | +127.2% | +535.3% | -408.1% | +155.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling