+129.6%
IEF vs WWD
+4,724.0%
-4,594.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.0% | +1.9% | -0.2% |
| 7D | +0.1% | +0.8% | -0.7% | +0.1% |
| 30D | -0.7% | -6.4% | +5.7% | -1.0% |
| 3M | -0.4% | -5.6% | +5.2% | -0.6% |
| 6M | -2.5% | -9.1% | +6.6% | -2.7% |
| YTD | -1.6% | +12.5% | -14.1% | -0.9% |
| 1Y | -1.3% | +41.3% | -42.6% | +0.4% |
| 3Y | +10.1% | +170.2% | -160.1% | +15.6% |
| 5Y | -8.3% | +192.5% | -200.8% | -3.0% |
| 10Y | +4.5% | +476.9% | -472.4% | +16.4% |
| All | +129.6% | +4,724.0% | -4,594.4% | +187.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling