+7.6%
IEF vs BURL
+261.4%
-253.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +4.2% | -4.3% | 0.0% |
| 7D | +0.3% | +7.7% | -7.4% | +0.4% |
| 30D | +2.7% | -7.1% | +9.8% | +2.6% |
| 3M | -0.8% | -30.3% | +29.5% | -1.0% |
| 6M | -1.7% | -15.5% | +13.9% | -1.8% |
| YTD | -1.6% | -11.0% | +9.3% | -1.7% |
| 1Y | -1.6% | -8.4% | +6.9% | -1.6% |
| 3Y | +12.4% | +96.7% | -84.3% | +13.6% |
| 5Y | -7.6% | -14.1% | +6.5% | -8.2% |
| 10Y | +7.6% | +255.1% | -247.5% | +10.5% |
| All | +7.6% | +261.4% | -253.8% | +10.5% |
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