+21.7%
IEF vs APTV
+180.9%
-159.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -4.6% | +4.5% | -0.2% |
| 7D | +0.1% | +2.0% | -1.9% | +0.1% |
| 30D | -0.7% | -7.7% | +7.0% | -0.9% |
| 3M | -0.4% | -34.0% | +33.6% | -1.2% |
| 6M | -2.5% | -37.1% | +34.6% | -3.3% |
| YTD | -1.6% | -39.9% | +38.3% | -2.4% |
| 1Y | -1.3% | -44.4% | +43.1% | -2.3% |
| 3Y | +10.1% | -54.5% | +64.6% | +8.6% |
| 5Y | -8.3% | -69.1% | +60.8% | -10.4% |
| 10Y | +4.5% | -20.0% | +24.5% | +7.9% |
| All | +21.7% | +180.9% | -159.3% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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