+8.9%
IEF vs AGI
+206.1%
-197.2%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.2% |
| 7D | -1.3% | -2.7% | +1.4% | -1.3% |
| 30D | -1.7% | +7.2% | -9.0% | -2.0% |
| 3M | -2.5% | +4.3% | -6.8% | -2.7% |
| 6M | -3.3% | -27.1% | +23.8% | -2.6% |
| YTD | -2.8% | -6.6% | +3.8% | -2.9% |
| 1Y | -2.7% | +9.5% | -12.2% | -3.5% |
| 3Y | +8.9% | +208.4% | -199.5% | 0.0% |
| All | +8.9% | +206.1% | -197.2% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 AGI 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