+10.1%
IEF vs AG
+272.3%
-262.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +1.0% | -0.1% |
| 7D | +0.1% | +4.5% | -4.4% | 0.0% |
| 30D | -0.7% | +12.9% | -13.6% | -0.9% |
| 3M | -0.4% | +20.9% | -21.4% | -0.7% |
| 6M | -2.5% | -19.5% | +17.0% | -2.5% |
| YTD | -1.6% | +24.8% | -26.4% | -2.0% |
| 1Y | -1.3% | +120.2% | -121.6% | -2.5% |
| 3Y | +10.1% | +279.0% | -268.9% | +5.5% |
| All | +10.1% | +272.3% | -262.2% | +5.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling