-8.0%
IEF vs A
+12.3%
-20.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.7% |
| 7D | -1.9% | +0.7% | -2.6% | -1.9% |
| 30D | +1.1% | +0.8% | +0.3% | +1.0% |
| 3M | -1.9% | +16.9% | -18.8% | -2.5% |
| 6M | -2.4% | +53.8% | -56.1% | -3.9% |
| YTD | -3.0% | +28.1% | -31.1% | -4.0% |
| 1Y | -3.1% | +15.0% | -18.2% | -3.8% |
| 3Y | +10.7% | +63.1% | -52.4% | +8.1% |
| 5Y | -8.0% | +11.5% | -19.4% | -10.1% |
| All | -8.0% | +12.3% | -20.2% | -10.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling