+7.3%
IEF vs CAPR
-65.7%
+73.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -6.9% | +6.7% | -0.2% |
| 7D | -2.0% | +5.9% | -7.9% | -2.0% |
| 30D | +0.7% | +44.6% | -43.9% | +0.7% |
| 3M | -2.5% | +126.4% | -128.8% | -2.4% |
| 6M | -2.6% | -68.6% | +66.0% | -2.6% |
| YTD | -3.2% | -67.0% | +63.8% | -3.2% |
| 1Y | -3.0% | +65.2% | -68.2% | -2.8% |
| 3Y | +10.5% | +235.6% | -225.0% | +11.1% |
| 5Y | -8.2% | +175.4% | -183.6% | -7.6% |
| All | +7.3% | -65.7% | +73.1% | +8.2% |
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