+606.9%
WFC vs IEF
+129.4%
+477.5%
-79.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.8% |
| 7D | +3.8% | -0.3% | +4.1% | +3.3% |
| 30D | +1.5% | -0.8% | +2.3% | +0.3% |
| 3M | +10.9% | -1.0% | +11.8% | +9.2% |
| 6M | +8.4% | -2.8% | +11.2% | +3.8% |
| YTD | -1.9% | -1.5% | -0.4% | -4.1% |
| 1Y | +12.3% | -0.4% | +12.8% | +11.6% |
| 3Y | +132.3% | +9.7% | +122.7% | +166.9% |
| 5Y | +130.1% | -8.3% | +138.4% | +91.2% |
| 10Y | +134.4% | +4.6% | +129.8% | +158.7% |
| All | +606.9% | +129.4% | +477.5% | +2,165.5% |
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 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