+4.7%
IEF vs COO
+36.7%
-32.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -6.2% | +5.9% | -0.2% |
| 7D | -0.3% | -9.0% | +8.7% | -0.2% |
| 30D | -0.6% | -16.8% | +16.3% | -0.4% |
| 3M | -1.0% | -7.5% | +6.5% | -0.9% |
| 6M | -3.1% | -16.3% | +13.2% | -3.0% |
| YTD | -1.9% | -22.5% | +20.7% | -1.7% |
| 1Y | -1.4% | -7.0% | +5.6% | -1.3% |
| 3Y | +9.8% | -27.5% | +37.2% | +10.0% |
| 5Y | -8.8% | -43.3% | +34.5% | -9.6% |
| 10Y | +4.7% | +37.6% | -32.9% | +4.9% |
| All | +4.7% | +36.7% | -32.1% | +4.9% |
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