+127.9%
WFC vs IEF
-9.3%
+137.2%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.8% | +0.5% | -0.6% |
| 7D | +0.3% | -1.2% | +1.5% | -0.2% |
| 30D | +2.3% | -1.5% | +3.8% | +1.6% |
| 3M | +9.8% | -1.7% | +11.4% | +8.9% |
| 6M | +15.6% | -3.5% | +19.1% | +13.6% |
| YTD | -2.4% | -2.6% | +0.2% | -3.6% |
| 1Y | +13.8% | -2.4% | +16.2% | +12.6% |
| 3Y | +134.6% | +8.9% | +125.7% | +142.5% |
| 5Y | +127.9% | -9.2% | +137.2% | +70.2% |
| All | +127.9% | -9.3% | +137.2% | +70.2% |
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