+12.2%
IEF vs BURL
+89.8%
-77.6%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.4% |
| 7D | +0.8% | +3.5% | -2.7% | +0.7% |
| 30D | +3.2% | -9.3% | +12.5% | +3.3% |
| 3M | -1.1% | -32.1% | +31.0% | -0.7% |
| 6M | -1.4% | -19.8% | +18.4% | -1.2% |
| YTD | -1.8% | -13.2% | +11.4% | -1.7% |
| 1Y | -1.2% | -7.8% | +6.7% | -1.1% |
| All | +12.2% | +89.8% | -77.6% | +11.2% |
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 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