+4.6%
IEF vs AS
+134.9%
-130.3%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +0.1% | +6.9% | -6.8% | 0.0% |
| 30D | +3.1% | +16.0% | -12.9% | +2.9% |
| 3M | -0.8% | -12.8% | +12.0% | -0.7% |
| 6M | -2.0% | -15.4% | +13.4% | -1.9% |
| YTD | -1.9% | -15.7% | +13.8% | -1.9% |
| 1Y | -1.8% | +6.1% | -7.9% | -1.8% |
| All | +4.6% | +134.9% | -130.3% | +3.4% |
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