+111.3%
IEF vs AGI
+5,453.2%
-5,341.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.3% | -1.6% | -0.3% |
| 7D | -0.3% | +2.2% | -2.5% | -0.3% |
| 30D | -0.6% | +11.3% | -11.8% | -0.7% |
| 3M | -1.0% | +5.6% | -6.6% | -1.1% |
| 6M | -3.1% | -27.7% | +24.6% | -2.8% |
| YTD | -1.9% | -4.1% | +2.2% | -1.9% |
| 1Y | -1.4% | +13.8% | -15.1% | -1.6% |
| 3Y | +9.8% | +217.0% | -207.3% | +8.3% |
| 5Y | -8.8% | +404.3% | -413.2% | -10.4% |
| 10Y | +4.7% | +400.5% | -395.8% | +2.5% |
| All | +111.3% | +5,453.2% | -5,341.8% | +105.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling