+428.1%
WMT vs IEF
+3.8%
+424.3%
-25.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.3% |
| 7D | 0.0% | -1.3% | +1.4% | -0.2% |
| 30D | -7.4% | -1.7% | -5.7% | -7.6% |
| 3M | -10.9% | -2.5% | -8.3% | -11.2% |
| 6M | -12.7% | -3.3% | -9.4% | -13.1% |
| YTD | -3.2% | -2.8% | -0.4% | -3.6% |
| 1Y | +5.3% | -2.7% | +8.0% | +4.9% |
| 3Y | +101.9% | +8.9% | +92.9% | +105.2% |
| 5Y | +134.6% | -9.4% | +144.0% | +114.1% |
| All | +428.1% | +3.8% | +424.3% | +412.6% |
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