+128.9%
IEF vs BEN
+521.3%
-392.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.2% | -0.4% |
| 7D | -0.3% | +3.4% | -3.7% | -0.1% |
| 30D | -0.6% | +1.8% | -2.4% | -0.5% |
| 3M | -1.0% | +8.4% | -9.4% | -0.6% |
| 6M | -3.1% | +35.6% | -38.7% | -1.5% |
| YTD | -1.9% | +46.4% | -48.2% | +0.2% |
| 1Y | -1.4% | +46.3% | -47.7% | +0.7% |
| 3Y | +9.8% | +54.6% | -44.8% | +12.9% |
| 5Y | -8.8% | +39.4% | -48.2% | -6.3% |
| 10Y | +4.7% | +57.6% | -52.9% | +10.9% |
| All | +128.9% | +521.3% | -392.3% | +194.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 BEN 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