+11.4%
WBD vs IEF
+3.8%
+7.6%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | -0.7% | -1.3% | +0.6% | -1.1% |
| 30D | +1.4% | -1.7% | +3.2% | +0.9% |
| 3M | +4.4% | -2.5% | +6.9% | +3.6% |
| 6M | +0.8% | -3.3% | +4.1% | -0.2% |
| YTD | -2.7% | -2.8% | +0.1% | -3.6% |
| 1Y | +73.4% | -2.7% | +76.1% | +72.1% |
| 3Y | +142.1% | +8.9% | +133.2% | +149.0% |
| 5Y | +7.2% | -9.4% | +16.6% | -18.7% |
| All | +11.4% | +3.8% | +7.6% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling