-9.2%
IEF vs EAT
+308.2%
-317.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.3% | -0.5% | -0.8% |
| 7D | -1.2% | -6.2% | +5.0% | -1.1% |
| 30D | -1.5% | -3.0% | +1.6% | -1.5% |
| 3M | -1.7% | +45.6% | -47.3% | -2.1% |
| 6M | -3.5% | +53.5% | -57.1% | -4.0% |
| YTD | -2.6% | +49.6% | -52.2% | -3.1% |
| 1Y | -2.4% | +38.9% | -41.3% | -2.9% |
| 3Y | +8.9% | +589.7% | -580.7% | +5.4% |
| 5Y | -9.2% | +318.7% | -327.9% | -13.0% |
| All | -9.2% | +308.2% | -317.4% | -13.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling