+125.9%
IEF vs A
+1,497.7%
-1,371.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +0.7% | 0.0% | +0.7% | +0.7% |
| 3M | -2.5% | +16.7% | -19.2% | -1.8% |
| 6M | -2.6% | +54.8% | -57.4% | -0.6% |
| YTD | -3.2% | +28.8% | -32.0% | -2.0% |
| 1Y | -3.0% | +19.3% | -22.4% | -2.1% |
| 3Y | +10.5% | +65.5% | -55.0% | +13.8% |
| 5Y | -8.2% | +12.1% | -20.2% | -7.1% |
| 10Y | +6.7% | +305.4% | -298.7% | +18.0% |
| All | +125.9% | +1,497.7% | -1,371.8% | +181.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling