+3.8%
IEF vs A
+247.2%
-243.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.8% |
| 7D | -1.2% | -4.6% | +3.4% | -1.2% |
| 30D | -1.5% | -4.3% | +2.8% | -1.5% |
| 3M | -1.7% | +8.9% | -10.6% | -1.6% |
| 6M | -3.5% | +24.5% | -28.0% | -3.4% |
| YTD | -2.6% | +5.8% | -8.5% | -2.7% |
| 1Y | -2.4% | +16.2% | -18.6% | -2.3% |
| 3Y | +8.9% | +28.5% | -19.5% | +9.3% |
| 5Y | -9.2% | -16.3% | +7.1% | -10.3% |
| All | +3.8% | +247.2% | -243.4% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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