+10.0%
IEF vs A
+29.6%
-19.6%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.4% | +1.1% | -0.2% |
| 7D | -0.3% | -4.4% | +4.1% | -0.2% |
| 30D | -0.6% | -2.7% | +2.1% | -0.5% |
| 3M | -1.0% | +7.0% | -8.0% | -1.2% |
| 6M | -3.1% | +24.6% | -27.7% | -3.8% |
| YTD | -1.9% | +7.0% | -8.9% | -2.2% |
| 1Y | -1.4% | +15.6% | -16.9% | -1.9% |
| All | +10.0% | +29.6% | -19.6% | +6.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling