+129.8%
IEF vs APD
+1,160.2%
-1,030.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +0.9% | -0.1% |
| 7D | -0.3% | -2.2% | +1.9% | -0.4% |
| 30D | -0.8% | +2.1% | -2.9% | -0.6% |
| 3M | -1.0% | +7.2% | -8.1% | -0.5% |
| 6M | -2.8% | +11.2% | -14.0% | -2.1% |
| YTD | -1.5% | +24.4% | -25.9% | -0.1% |
| 1Y | -0.4% | +6.7% | -7.1% | +0.1% |
| 3Y | +9.7% | +9.2% | +0.4% | +10.8% |
| 5Y | -8.3% | +27.4% | -35.7% | -5.9% |
| 10Y | +4.6% | +164.8% | -160.2% | +15.8% |
| All | +129.8% | +1,160.2% | -1,030.3% | +203.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling