+7.3%
IEF vs APA
+8.7%
-1.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.2% |
| 7D | -2.0% | +8.5% | -10.5% | -1.8% |
| 30D | +0.7% | +2.8% | -2.1% | +0.8% |
| 3M | -2.5% | +21.7% | -24.2% | -2.0% |
| 6M | -2.6% | +32.6% | -35.2% | -1.9% |
| YTD | -3.2% | +103.7% | -106.9% | -1.6% |
| 1Y | -3.0% | +101.8% | -104.8% | -1.5% |
| 3Y | +10.5% | +48.1% | -37.5% | +12.1% |
| 5Y | -8.2% | +91.9% | -100.1% | -5.8% |
| All | +7.3% | +8.7% | -1.4% | +11.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling