+129.8%
IEF vs EAT
+1,469.3%
-1,339.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.6% | -0.6% | 0.0% |
| 7D | -0.3% | 0.0% | -0.3% | -0.3% |
| 30D | -0.8% | +1.9% | -2.7% | -0.7% |
| 3M | -1.0% | +68.7% | -69.6% | 0.0% |
| 6M | -2.8% | +66.9% | -69.7% | -1.7% |
| YTD | -1.5% | +60.4% | -61.9% | -0.5% |
| 1Y | -0.4% | +44.0% | -44.4% | +0.4% |
| 3Y | +9.7% | +604.7% | -595.0% | +14.8% |
| 5Y | -8.3% | +347.0% | -355.4% | -4.6% |
| 10Y | +4.6% | +390.8% | -386.2% | +11.2% |
| All | +129.8% | +1,469.3% | -1,339.5% | +163.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling