-8.3%
IEF vs APA
+156.3%
-164.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.8% | -1.9% | -0.1% |
| 7D | +0.1% | -1.7% | +1.8% | 0.0% |
| 30D | -0.7% | +15.7% | -16.5% | -0.4% |
| 3M | -0.4% | +16.5% | -16.9% | -0.1% |
| 6M | -2.5% | +35.1% | -37.6% | -1.8% |
| YTD | -1.6% | +82.2% | -83.8% | -0.4% |
| 1Y | -1.3% | +102.5% | -103.8% | +0.2% |
| 3Y | +10.1% | +10.3% | -0.2% | +10.8% |
| 5Y | -8.3% | +166.1% | -174.4% | -4.9% |
| All | -8.3% | +156.3% | -164.6% | -4.9% |
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