+129.8%
IEF vs COO
+1,137.8%
-1,008.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.5% | +1.5% | -0.1% |
| 7D | -0.3% | -2.2% | +1.9% | -0.3% |
| 30D | -0.8% | -7.0% | +6.2% | -0.9% |
| 3M | -1.0% | +12.2% | -13.2% | -0.7% |
| 6M | -2.8% | -15.1% | +12.4% | -3.1% |
| YTD | -1.5% | -15.1% | +13.6% | -1.8% |
| 1Y | -0.4% | +2.3% | -2.8% | -0.3% |
| 3Y | +9.7% | -23.7% | +33.3% | +9.3% |
| 5Y | -8.3% | -38.9% | +30.6% | -9.3% |
| 10Y | +4.6% | +49.9% | -45.3% | +7.6% |
| All | +129.8% | +1,137.8% | -1,008.0% | +158.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling