+145.0%
WFC vs IEF
+3.8%
+141.2%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.7% |
| 7D | +0.4% | -1.3% | +1.7% | -1.4% |
| 30D | +1.5% | -1.7% | +3.3% | -0.7% |
| 3M | +10.2% | -2.5% | +12.7% | +6.6% |
| 6M | +18.8% | -3.3% | +22.0% | +13.7% |
| YTD | -1.5% | -2.8% | +1.3% | -5.1% |
| 1Y | +13.5% | -2.7% | +16.3% | +9.6% |
| 3Y | +135.0% | +8.9% | +126.0% | +164.3% |
| 5Y | +130.1% | -9.4% | +139.5% | +56.1% |
| All | +145.0% | +3.8% | +141.2% | +135.0% |
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