+129.5%
IEF vs D
+542.0%
-412.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.5% | -0.1% |
| 7D | +0.3% | +0.8% | -0.4% | +0.3% |
| 30D | +2.7% | +10.7% | -8.0% | +2.9% |
| 3M | -0.8% | +2.3% | -3.1% | -0.7% |
| 6M | -1.7% | +12.5% | -14.1% | -1.4% |
| YTD | -1.6% | +20.1% | -21.7% | -1.2% |
| 1Y | -1.6% | +15.6% | -17.1% | -1.2% |
| 3Y | +12.4% | +75.2% | -62.8% | +14.2% |
| 5Y | -7.6% | +14.6% | -22.2% | -7.4% |
| 10Y | +7.6% | +43.8% | -36.2% | +9.9% |
| All | +129.5% | +542.0% | -412.5% | +161.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling