+4.7%
IEF vs CAPR
-77.3%
+81.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.6% | +4.4% | -0.3% |
| 7D | -0.3% | -12.6% | +12.3% | -0.3% |
| 30D | -0.6% | +124.4% | -125.0% | -0.5% |
| 3M | -1.0% | -66.8% | +65.8% | -1.0% |
| 6M | -3.1% | -71.8% | +68.7% | -3.1% |
| YTD | -1.9% | -70.1% | +68.2% | -1.9% |
| 1Y | -1.4% | +33.3% | -34.7% | -1.1% |
| 3Y | +9.8% | +36.7% | -26.9% | +10.2% |
| 5Y | -8.8% | +72.5% | -81.3% | -8.3% |
| 10Y | +4.7% | -77.3% | +81.9% | +5.3% |
| All | +4.7% | -77.3% | +81.9% | +5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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