+82.2%
IEF vs AG
+284.3%
-202.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.1% | -0.1% |
| 7D | -0.8% | -4.0% | +3.2% | -0.8% |
| 30D | +2.0% | -13.1% | +15.1% | +2.1% |
| 3M | -1.1% | -22.0% | +21.0% | -1.0% |
| 6M | -1.9% | -37.3% | +35.3% | -1.8% |
| YTD | -2.2% | -11.2% | +8.9% | -2.2% |
| 1Y | -2.3% | +23.9% | -26.3% | -2.5% |
| 3Y | +11.6% | +225.1% | -213.6% | +10.8% |
| 5Y | -7.1% | +7.7% | -14.8% | -7.6% |
| 10Y | +7.8% | +86.9% | -79.1% | +7.5% |
| All | +82.2% | +284.3% | -202.1% | +90.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling