+7.8%
IEF vs COO
+40.2%
-32.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.0% | +0.9% | -0.1% |
| 7D | -0.8% | -2.3% | +1.5% | -0.8% |
| 30D | +2.0% | +13.3% | -11.3% | +1.9% |
| 3M | -1.1% | -18.1% | +17.0% | -0.9% |
| 6M | -1.9% | +6.7% | -8.6% | -2.0% |
| YTD | -2.2% | -23.2% | +21.0% | -2.1% |
| 1Y | -2.3% | -12.3% | +9.9% | -2.3% |
| 3Y | +11.6% | -23.6% | +35.1% | +11.8% |
| 5Y | -7.1% | -38.7% | +31.7% | -7.6% |
| 10Y | +7.8% | +42.2% | -34.4% | +8.0% |
| All | +7.8% | +40.2% | -32.4% | +8.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 COO 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