-8.8%
IEF vs AG
+69.4%
-78.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.3% |
| 7D | -0.3% | -0.1% | -0.2% | -0.3% |
| 30D | -0.6% | +12.5% | -13.0% | -0.9% |
| 3M | -1.0% | +28.2% | -29.2% | -1.7% |
| 6M | -3.1% | -18.8% | +15.8% | -2.9% |
| YTD | -1.9% | +27.4% | -29.3% | -3.0% |
| 1Y | -1.4% | +132.2% | -133.5% | -4.2% |
| 3Y | +9.8% | +286.9% | -277.1% | +3.3% |
| 5Y | -8.8% | +72.8% | -81.6% | -13.2% |
| All | -8.8% | +69.4% | -78.2% | -13.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling