+9.1%
IEF vs EAT
+585.9%
-576.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.2% | -6.2% | +5.0% | -1.2% |
| 30D | -1.5% | -3.0% | +1.6% | -1.5% |
| 3M | -1.7% | +45.6% | -47.3% | -2.0% |
| 6M | -3.5% | +53.5% | -57.1% | -3.8% |
| YTD | -2.6% | +49.6% | -52.2% | -3.0% |
| 1Y | -2.4% | +38.9% | -41.3% | -2.7% |
| All | +9.1% | +585.9% | -576.8% | +3.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling