+85.4%
IEF vs CAPR
-99.0%
+184.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +9.4% | -9.5% | -0.1% |
| 7D | +0.3% | +36.0% | -35.7% | +0.3% |
| 30D | +2.7% | +25.8% | -23.1% | +2.7% |
| 3M | -0.8% | +140.8% | -141.6% | -0.7% |
| 6M | -1.7% | -67.6% | +65.9% | -1.7% |
| YTD | -1.6% | -65.9% | +64.2% | -1.6% |
| 1Y | -1.6% | +66.1% | -67.7% | -1.3% |
| 3Y | +12.4% | +256.9% | -244.5% | +12.9% |
| 5Y | -7.6% | +172.1% | -179.7% | -7.1% |
| 10Y | +7.6% | -64.7% | +72.2% | +8.5% |
| All | +85.4% | -99.0% | +184.4% | +86.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling