+5.0%
IEF vs AS
+120.4%
-115.4%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.6% | -3.6% | -0.1% |
| 7D | -0.3% | -4.9% | +4.6% | -0.2% |
| 30D | -0.8% | -19.6% | +18.8% | -0.5% |
| 3M | -1.0% | -14.4% | +13.4% | -0.8% |
| 6M | -2.8% | -20.1% | +17.4% | -2.6% |
| YTD | -1.5% | -20.9% | +19.4% | -1.3% |
| 1Y | -0.4% | -21.9% | +21.4% | -0.2% |
| All | +5.0% | +120.4% | -115.4% | +4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling