-2.4%
IEF vs COO
-20.6%
+18.2%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.7% | +13.9% | -0.3% |
| 7D | -1.2% | -23.3% | +22.1% | -0.4% |
| 30D | -1.5% | -29.5% | +28.0% | -0.5% |
| 3M | -1.7% | -20.0% | +18.3% | -1.1% |
| 6M | -3.5% | -27.2% | +23.7% | -2.6% |
| YTD | -2.6% | -33.9% | +31.3% | -1.6% |
| 1Y | -2.4% | -19.9% | +17.5% | -1.6% |
| All | -2.4% | -20.6% | +18.2% | -1.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling