+12.0%
IEF vs COMP
+353.8%
-341.7%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +10.7% | -10.9% | -0.4% |
| 7D | +0.1% | +13.4% | -13.3% | -0.3% |
| 30D | +3.1% | +11.1% | -8.0% | +2.7% |
| 3M | -0.8% | -18.8% | +18.0% | -0.4% |
| 6M | -2.0% | +10.5% | -12.5% | -2.5% |
| YTD | -1.9% | -3.4% | +1.5% | -2.4% |
| 1Y | -1.8% | +19.7% | -21.5% | -2.9% |
| 3Y | +12.0% | +381.6% | -369.6% | +3.4% |
| All | +12.0% | +353.8% | -341.7% | +3.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling