+293.4%
WBD vs IEF
+88.1%
+205.3%
-91.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -1.0% |
| 7D | -1.7% | -0.3% | -1.4% | -2.0% |
| 30D | +3.9% | -0.6% | +4.4% | +3.3% |
| 3M | +5.1% | -1.0% | +6.1% | +4.2% |
| 6M | +0.6% | -3.1% | +3.6% | -2.2% |
| YTD | -3.2% | -1.9% | -1.3% | -4.8% |
| 1Y | +127.7% | -1.4% | +129.0% | +125.0% |
| 3Y | +146.6% | +9.8% | +136.8% | +166.8% |
| 5Y | +4.2% | -8.8% | +13.0% | -13.8% |
| 10Y | +13.7% | +4.7% | +9.0% | +16.1% |
| All | +293.4% | +88.1% | +205.3% | +701.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling