-2.0%
IEF vs AG
+29.4%
-31.4%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +9.1% | -8.6% | +0.4% |
| 7D | +0.9% | -2.6% | +3.5% | +0.9% |
| 30D | +3.1% | -12.1% | +15.2% | +3.3% |
| 3M | -1.4% | -6.6% | +5.2% | -1.3% |
| 6M | -1.6% | -20.5% | +18.9% | -1.3% |
| YTD | -2.1% | -7.4% | +5.3% | -1.9% |
| 1Y | -2.0% | +33.4% | -35.4% | -2.0% |
| All | -2.0% | +29.4% | -31.4% | -2.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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