+3.6%
WBD vs IEF
-9.5%
+13.1%
-78.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.5% |
| 7D | -0.7% | -1.3% | +0.6% | -0.1% |
| 30D | +1.4% | -1.7% | +3.2% | +2.2% |
| 3M | +4.4% | -2.5% | +6.9% | +5.6% |
| 6M | +0.8% | -3.3% | +4.1% | +2.4% |
| YTD | -2.7% | -2.8% | +0.1% | -1.4% |
| 1Y | +73.4% | -2.7% | +76.1% | +75.5% |
| 3Y | +142.1% | +8.9% | +133.2% | +130.1% |
| All | +3.6% | -9.5% | +13.1% | -18.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling