+129.0%
IEF vs AON
+1,687.6%
-1,558.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AON | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | -0.4% |
| 7D | -0.3% | -7.9% | +7.6% | -0.7% |
| 30D | -0.6% | -14.6% | +14.1% | -1.2% |
| 3M | -1.0% | -7.9% | +6.9% | -1.3% |
| 6M | -3.1% | -8.0% | +4.9% | -3.3% |
| YTD | -1.9% | -13.2% | +11.4% | -2.3% |
| 1Y | -1.4% | -16.4% | +15.1% | -2.0% |
| 3Y | +9.8% | -6.7% | +16.4% | +9.9% |
| 5Y | -8.8% | +8.0% | -16.8% | -7.9% |
| 10Y | +4.7% | +205.6% | -200.9% | +13.1% |
| All | +129.0% | +1,687.6% | -1,558.6% | +173.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AON.
Daily Out/Under-Performance
Portfolio return minus AON return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AON 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 AON 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