+7.5%
IEF vs APD
+191.6%
-184.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.8% |
| 7D | -1.9% | +2.2% | -4.1% | -1.9% |
| 30D | +1.1% | +9.4% | -8.3% | +1.3% |
| 3M | -1.9% | +4.7% | -6.6% | -1.8% |
| 6M | -2.4% | +5.5% | -7.9% | -2.2% |
| YTD | -3.0% | +31.4% | -34.4% | -2.4% |
| 1Y | -3.1% | +24.1% | -27.2% | -2.6% |
| 3Y | +10.7% | +28.8% | -18.1% | +11.5% |
| 5Y | -8.0% | +15.8% | -23.8% | -7.7% |
| All | +7.5% | +191.6% | -184.1% | +16.0% |
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