+129.0%
IEF vs AU
+597.0%
-468.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.3% |
| 7D | -0.3% | +0.6% | -1.0% | -0.3% |
| 30D | -0.6% | +12.3% | -12.9% | -0.8% |
| 3M | -1.0% | +29.4% | -30.3% | -1.4% |
| 6M | -3.1% | +3.2% | -6.3% | -3.3% |
| YTD | -1.9% | +31.8% | -33.7% | -2.5% |
| 1Y | -1.4% | +83.4% | -84.8% | -2.5% |
| 3Y | +9.8% | +623.1% | -613.3% | +5.9% |
| 5Y | -8.8% | +700.5% | -709.3% | -12.2% |
| 10Y | +4.7% | +717.6% | -712.9% | +0.3% |
| All | +129.0% | +597.0% | -468.1% | +119.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling