-5.2%
IEF vs COMP
-49.2%
+44.0%
-21.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +5.7% | -5.7% | -0.2% |
| 7D | +0.3% | +14.5% | -14.2% | 0.0% |
| 30D | +2.7% | +14.9% | -12.2% | +2.3% |
| 3M | -0.8% | -14.2% | +13.5% | -0.5% |
| 6M | -1.7% | +23.7% | -25.4% | -2.3% |
| YTD | -1.6% | +2.1% | -3.7% | -2.1% |
| 1Y | -1.6% | +26.2% | -27.8% | -2.5% |
| 3Y | +12.4% | +470.9% | -458.5% | +7.2% |
| 5Y | -7.6% | -14.0% | +6.4% | -12.2% |
| All | -5.2% | -49.2% | +44.0% | -9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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