-7.8%
IEF vs WWD
+187.3%
-195.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.2% |
| 7D | -2.0% | +4.0% | -5.9% | -2.0% |
| 30D | +0.7% | +0.4% | +0.3% | +0.7% |
| 3M | -2.5% | -7.9% | +5.4% | -2.4% |
| 6M | -2.6% | -10.6% | +8.1% | -2.5% |
| YTD | -3.2% | +9.4% | -12.6% | -3.2% |
| 1Y | -3.0% | +25.7% | -28.8% | -3.2% |
| 3Y | +10.5% | +148.5% | -138.0% | +9.3% |
| All | -7.8% | +187.3% | -195.1% | -10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD 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 5y: compounded portfolio wealth divided by compounded WWD 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…
5y analysis · Full analysis span regression · 6 months rolling