+12.0%
IEF vs BURL
+86.7%
-74.7%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +0.1% | +4.1% | -4.0% | +0.1% |
| 30D | +3.1% | -9.5% | +12.6% | +3.2% |
| 3M | -0.8% | -33.5% | +32.7% | -0.5% |
| 6M | -2.0% | -22.1% | +20.1% | -1.8% |
| YTD | -1.9% | -14.6% | +12.7% | -1.8% |
| 1Y | -1.8% | -8.4% | +6.6% | -1.7% |
| 3Y | +12.0% | +86.6% | -74.5% | +11.1% |
| All | +12.0% | +86.7% | -74.7% | +11.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling