+4.7%
IEF vs APD
+162.9%
-158.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.5% | -0.3% |
| 7D | -0.3% | -4.6% | +4.3% | -0.4% |
| 30D | -0.6% | -4.2% | +3.6% | -0.7% |
| 3M | -1.0% | +5.0% | -6.0% | -0.9% |
| 6M | -3.1% | +8.9% | -12.0% | -2.9% |
| YTD | -1.9% | +21.9% | -23.8% | -1.4% |
| 1Y | -1.4% | +5.6% | -6.9% | -1.2% |
| 3Y | +9.8% | +6.9% | +2.9% | +10.0% |
| 5Y | -8.8% | +25.3% | -34.2% | -7.7% |
| 10Y | +4.7% | +169.1% | -164.4% | +13.4% |
| All | +4.7% | +162.9% | -158.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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