-7.8%
IEF vs COMP
-10.9%
+3.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.2% |
| 7D | -2.0% | 0.0% | -2.0% | -2.0% |
| 30D | +0.7% | +16.6% | -15.8% | +0.3% |
| 3M | -2.5% | -23.5% | +21.0% | -2.0% |
| 6M | -2.6% | +25.7% | -28.3% | -3.2% |
| YTD | -3.2% | -3.4% | +0.2% | -3.6% |
| 1Y | -3.0% | +7.6% | -10.6% | -3.6% |
| 3Y | +10.5% | +423.6% | -413.1% | +5.3% |
| All | -7.8% | -10.9% | +3.1% | -12.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling