+7.5%
IEF vs BURL
+244.4%
-236.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.8% |
| 7D | -1.9% | +0.4% | -2.4% | -1.9% |
| 30D | +1.1% | -4.3% | +5.4% | +1.1% |
| 3M | -1.9% | -28.8% | +26.8% | -2.2% |
| 6M | -2.4% | -12.8% | +10.4% | -2.4% |
| YTD | -3.0% | -12.8% | +9.8% | -3.1% |
| 1Y | -3.1% | -12.3% | +9.1% | -3.2% |
| 3Y | +10.7% | +92.7% | -82.0% | +11.9% |
| 5Y | -8.0% | -6.5% | -1.4% | -8.3% |
| All | +7.5% | +244.4% | -236.9% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL 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 10y: compounded portfolio wealth divided by compounded BURL 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…
10y analysis · Full analysis span regression · 6 months rolling