-7.1%
IEF vs APA
+88.6%
-95.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +3.6% | -3.7% | 0.0% |
| 7D | -0.8% | +5.1% | -5.8% | -0.7% |
| 30D | +2.0% | +0.3% | +1.7% | +2.1% |
| 3M | -1.1% | +15.6% | -16.7% | -0.7% |
| 6M | -1.9% | +28.9% | -30.8% | -1.3% |
| YTD | -2.2% | +96.6% | -98.8% | -0.8% |
| 1Y | -2.3% | +95.5% | -97.8% | -0.9% |
| 3Y | +11.6% | +41.8% | -30.2% | +12.9% |
| 5Y | -7.1% | +85.4% | -92.5% | -4.0% |
| All | -7.1% | +88.6% | -95.6% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling