+4.0%
IEF vs AS
+137.8%
-133.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.8% | +1.0% | -0.8% |
| 7D | -0.2% | +4.5% | -4.7% | -0.2% |
| 30D | +1.8% | +13.2% | -11.4% | +1.6% |
| 3M | -1.2% | -11.9% | +10.7% | -1.1% |
| 6M | -2.5% | -11.6% | +9.1% | -2.4% |
| YTD | -2.5% | -14.7% | +12.2% | -2.4% |
| 1Y | -2.3% | +5.7% | -8.0% | -2.3% |
| All | +4.0% | +137.8% | -133.8% | +2.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling