+3.6%
IEF vs EAT
+374.9%
-371.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.0% | +0.8% | -0.2% |
| 7D | -1.3% | -7.7% | +6.4% | -1.4% |
| 30D | -1.7% | -13.6% | +11.8% | -1.8% |
| 3M | -2.5% | +33.9% | -36.4% | -2.3% |
| 6M | -3.3% | +47.2% | -50.5% | -2.9% |
| YTD | -2.8% | +48.1% | -50.9% | -2.5% |
| 1Y | -2.7% | +33.7% | -36.4% | -2.5% |
| 3Y | +8.9% | +595.8% | -586.9% | +11.1% |
| 5Y | -9.4% | +314.4% | -323.8% | -8.1% |
| All | +3.6% | +374.9% | -371.4% | +4.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 10y: compounded portfolio wealth divided by compounded EAT 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…
10y analysis · Full analysis span regression · 6 months rolling