+906.4%
WMT vs IEF
+128.5%
+777.9%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.3% |
| 7D | -0.2% | -0.3% | +0.1% | -0.4% |
| 30D | -5.8% | -0.6% | -5.3% | -6.1% |
| 3M | -10.8% | -1.0% | -9.8% | -11.1% |
| 6M | -14.3% | -3.1% | -11.3% | -15.4% |
| YTD | -4.4% | -1.9% | -2.5% | -5.1% |
| 1Y | +4.3% | -1.4% | +5.7% | +3.8% |
| 3Y | +100.1% | +9.8% | +90.3% | +108.6% |
| 5Y | +130.8% | -8.8% | +139.6% | +116.3% |
| 10Y | +433.7% | +4.7% | +429.0% | +444.7% |
| All | +906.4% | +128.5% | +777.9% | +2,054.6% |
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 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