-9.5%
IEF vs AU
+686.2%
-695.8%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.2% |
| 7D | -1.3% | -4.3% | +2.9% | -1.2% |
| 30D | -1.7% | +7.3% | -9.1% | -2.1% |
| 3M | -2.5% | +26.3% | -28.9% | -3.7% |
| 6M | -3.3% | +1.8% | -5.0% | -3.7% |
| YTD | -2.8% | +26.8% | -29.6% | -4.5% |
| 1Y | -2.7% | +66.7% | -69.4% | -5.9% |
| 3Y | +8.9% | +579.1% | -570.2% | -4.9% |
| All | -9.5% | +686.2% | -695.8% | -22.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 AU 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