-8.3%
IEF vs APD
+26.2%
-34.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | -0.1% |
| 7D | +0.1% | -2.5% | +2.6% | +0.1% |
| 30D | -0.7% | -1.9% | +1.2% | -0.7% |
| 3M | -0.4% | +8.2% | -8.7% | -0.7% |
| 6M | -2.5% | +10.7% | -13.2% | -2.8% |
| YTD | -1.6% | +22.9% | -24.5% | -2.3% |
| 1Y | -1.3% | +5.8% | -7.1% | -1.6% |
| 3Y | +10.1% | +7.8% | +2.3% | +9.3% |
| 5Y | -8.3% | +26.1% | -34.4% | -9.0% |
| All | -8.3% | +26.2% | -34.5% | -9.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling