-5.5%
ETN vs IEF
-1.9%
-3.5%
-23.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.9% | +0.5% | -10.4% | -9.9% |
| 7D | -10.1% | +0.9% | -11.0% | -10.4% |
| 30D | -18.4% | +3.1% | -21.5% | -20.1% |
| 3M | -20.4% | -1.4% | -19.1% | -18.6% |
| 6M | -16.0% | -1.6% | -14.4% | -14.2% |
| YTD | +11.8% | -2.1% | +13.9% | +15.3% |
| 1Y | -5.5% | -2.0% | -3.5% | -2.7% |
| All | -5.5% | -1.9% | -3.5% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling