+228.3%
WELL vs IEF
-7.4%
+235.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.1% | 0.0% | -0.1% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | +7.8% | +2.0% | +5.7% | +6.7% |
| 3M | +10.2% | -1.1% | +11.3% | +10.8% |
| 6M | +16.4% | -1.9% | +18.3% | +17.5% |
| YTD | +35.2% | -2.2% | +37.4% | +36.8% |
| 1Y | +30.5% | -2.3% | +32.8% | +32.1% |
| 3Y | +206.1% | +11.6% | +194.5% | +191.3% |
| 5Y | +228.3% | -7.1% | +235.3% | +195.5% |
| All | +228.3% | -7.4% | +235.6% | +195.5% |
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