+129.0%
IEF vs WY
+129.6%
-0.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.2% | -0.3% |
| 7D | -0.3% | -1.7% | +1.4% | -0.4% |
| 30D | -0.6% | -9.9% | +9.3% | -0.9% |
| 3M | -1.0% | -7.5% | +6.5% | -1.2% |
| 6M | -3.1% | -5.1% | +2.1% | -3.2% |
| YTD | -1.9% | -2.1% | +0.2% | -1.9% |
| 1Y | -1.4% | -7.3% | +6.0% | -1.5% |
| 3Y | +9.8% | -22.6% | +32.4% | +9.0% |
| 5Y | -8.8% | -19.8% | +11.0% | -9.0% |
| 10Y | +4.7% | +9.6% | -4.9% | +8.5% |
| All | +129.0% | +129.6% | -0.6% | +166.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling