+112.4%
WFC vs IEF
+7.3%
+105.1%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.1% |
| 7D | +2.5% | -2.0% | +4.5% | +0.1% |
| 30D | +7.0% | +0.7% | +6.3% | +7.9% |
| 3M | -1.8% | -2.5% | +0.7% | -4.9% |
| 6M | +18.4% | -2.6% | +21.0% | +14.4% |
| YTD | -5.6% | -3.2% | -2.4% | -9.5% |
| 1Y | +3.9% | -3.0% | +6.9% | -0.2% |
| 3Y | +126.3% | +10.5% | +115.8% | +161.1% |
| 5Y | +91.1% | -8.2% | +99.3% | +35.9% |
| All | +112.4% | +7.3% | +105.1% | +121.4% |
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