-9.5%
IEF vs WY
-22.2%
+12.7%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | -1.3% | -4.2% | +2.8% | -1.0% |
| 30D | -1.7% | -10.1% | +8.3% | -1.0% |
| 3M | -2.5% | -8.5% | +6.0% | -2.0% |
| 6M | -3.3% | -3.3% | +0.1% | -3.1% |
| YTD | -2.8% | -4.4% | +1.6% | -2.7% |
| 1Y | -2.7% | -11.5% | +8.8% | -2.1% |
| 3Y | +8.9% | -24.3% | +33.2% | +10.5% |
| All | -9.5% | -22.2% | +12.7% | -7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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