+12.4%
IEF vs D
+79.5%
-67.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | 0.0% |
| 7D | +0.1% | +3.0% | -2.9% | -0.2% |
| 30D | +3.1% | +11.5% | -8.4% | +2.1% |
| 3M | -0.5% | +3.7% | -4.2% | -0.8% |
| 6M | -1.6% | +13.5% | -15.2% | -2.8% |
| YTD | -1.6% | +20.7% | -22.3% | -3.3% |
| 1Y | -1.5% | +18.2% | -19.7% | -3.0% |
| 3Y | +12.4% | +73.3% | -60.9% | +5.2% |
| All | +12.4% | +79.5% | -67.1% | +5.2% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 3y: compounded portfolio wealth divided by compounded D 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…
3y analysis · Full analysis span regression · 6 months rolling