+80.4%
IEF vs AG
+255.2%
-174.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.4% | +2.2% | -0.2% |
| 7D | -2.0% | -10.0% | +8.0% | -1.9% |
| 30D | +0.7% | -10.5% | +11.2% | +0.8% |
| 3M | -2.5% | -27.3% | +24.8% | -2.4% |
| 6M | -2.6% | -43.0% | +40.4% | -2.4% |
| YTD | -3.2% | -17.9% | +14.7% | -3.2% |
| 1Y | -3.0% | +11.9% | -15.0% | -3.1% |
| 3Y | +10.5% | +201.8% | -191.3% | +9.8% |
| 5Y | -8.2% | -0.1% | -8.1% | -8.7% |
| 10Y | +6.7% | +72.7% | -66.0% | +6.5% |
| All | +80.4% | +255.2% | -174.8% | +88.7% |
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