-7.0%
IEF vs AUR
-36.7%
+29.7%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.6% | +1.8% | -0.8% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | -1.5% | -8.9% | +7.5% | -1.4% |
| 3M | -1.7% | +4.6% | -6.3% | -1.7% |
| 6M | -3.5% | +44.9% | -48.4% | -3.8% |
| YTD | -2.6% | +64.8% | -67.5% | -3.1% |
| 1Y | -2.4% | +16.4% | -18.7% | -2.6% |
| 3Y | +8.9% | +85.1% | -76.2% | +7.2% |
| 5Y | -9.2% | -36.1% | +26.9% | -11.4% |
| All | -7.0% | -36.7% | +29.7% | -9.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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