+85.9%
IEF vs WU
-19.6%
+105.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WU | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | -0.1% |
| 7D | -0.3% | -0.8% | +0.5% | -0.3% |
| 30D | -0.8% | -1.1% | +0.3% | -0.8% |
| 3M | -1.0% | -3.9% | +2.9% | -1.0% |
| 6M | -2.8% | -20.7% | +17.9% | -3.6% |
| YTD | -1.5% | -18.4% | +16.9% | -2.2% |
| 1Y | -0.4% | -8.1% | +7.6% | -0.5% |
| 3Y | +9.7% | -24.2% | +33.8% | +8.9% |
| 5Y | -8.3% | -50.4% | +42.1% | -10.9% |
| 10Y | +4.6% | -40.0% | +44.6% | +4.1% |
| All | +85.9% | -19.6% | +105.5% | +93.4% |
Cumulative growth
Daily Returns
Daily percentage return beside WU.
Daily Out/Under-Performance
Portfolio return minus WU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WU 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 WU 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