-2.3%
IEF vs AS
+6.1%
-8.3%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.8% |
| 7D | -0.2% | +4.5% | -4.7% | -0.4% |
| 30D | +1.8% | +13.2% | -11.4% | +1.2% |
| 3M | -1.2% | -11.9% | +10.7% | -0.7% |
| 6M | -2.5% | -11.6% | +9.1% | -2.2% |
| YTD | -2.5% | -14.7% | +12.2% | -2.4% |
| 1Y | -2.3% | +5.7% | -8.0% | -2.6% |
| All | -2.3% | +6.1% | -8.3% | -2.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 1y: compounded portfolio wealth divided by compounded AS 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…
1y analysis · Full analysis span regression · 6 months rolling