-8.3%
IEF vs COO
-39.5%
+31.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.7% | +2.6% | 0.0% |
| 7D | +0.1% | -2.3% | +2.4% | +0.2% |
| 30D | -0.7% | -8.8% | +8.1% | -0.3% |
| 3M | -0.4% | +1.3% | -1.8% | -0.5% |
| 6M | -2.5% | -11.6% | +9.1% | -2.0% |
| YTD | -1.6% | -17.4% | +15.8% | -0.8% |
| 1Y | -1.3% | -1.6% | +0.3% | -1.4% |
| 3Y | +10.1% | -22.6% | +32.7% | +10.9% |
| 5Y | -8.3% | -40.3% | +32.0% | -9.1% |
| All | -8.3% | -39.5% | +31.2% | -9.1% |
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