+129.6%
IEF vs D
+545.4%
-415.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.5% | +1.4% | -0.1% |
| 7D | +0.1% | +3.0% | -2.9% | +0.2% |
| 30D | +3.1% | +11.5% | -8.4% | +3.3% |
| 3M | -0.5% | +3.7% | -4.2% | -0.4% |
| 6M | -1.6% | +13.5% | -15.2% | -1.4% |
| YTD | -1.6% | +20.7% | -22.3% | -1.1% |
| 1Y | -1.5% | +18.2% | -19.7% | -1.1% |
| 3Y | +12.4% | +73.3% | -60.9% | +14.2% |
| 5Y | -7.5% | +12.3% | -19.8% | -7.4% |
| 10Y | +5.2% | +43.4% | -38.2% | +7.5% |
| All | +129.6% | +545.4% | -415.8% | +161.4% |
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