-7.6%
IEF vs COO
-41.3%
+33.7%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.6% | -0.3% | -0.8% |
| 7D | -0.2% | +4.5% | -4.7% | -0.4% |
| 30D | +1.8% | +16.9% | -15.1% | +1.1% |
| 3M | -1.2% | -16.7% | +15.5% | -0.5% |
| 6M | -2.5% | +5.9% | -8.5% | -2.9% |
| YTD | -2.5% | -22.4% | +20.0% | -1.5% |
| 1Y | -2.3% | -10.1% | +7.8% | -2.0% |
| 3Y | +11.3% | -22.8% | +34.1% | +11.9% |
| 5Y | -7.6% | -41.4% | +33.8% | -8.1% |
| All | -7.6% | -41.3% | +33.7% | -8.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling