+20.7%
IEF vs BURL
+987.9%
-967.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.9% | +3.3% | +0.3% |
| 7D | +0.8% | +3.5% | -2.7% | +0.8% |
| 30D | +3.2% | -9.3% | +12.5% | +3.1% |
| 3M | -1.1% | -32.1% | +31.0% | -1.5% |
| 6M | -1.4% | -19.8% | +18.4% | -1.6% |
| YTD | -1.8% | -13.2% | +11.4% | -1.9% |
| 1Y | -1.2% | -7.8% | +6.7% | -1.2% |
| 3Y | +11.5% | +89.3% | -77.8% | +12.9% |
| 5Y | -7.7% | -15.8% | +8.1% | -8.0% |
| 10Y | +4.9% | +262.2% | -257.2% | +9.0% |
| All | +20.7% | +987.9% | -967.2% | +29.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling