+127.5%
IEF vs ECL
+1,691.3%
-1,563.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.2% | -0.6% | -0.9% |
| 7D | -0.2% | +0.4% | -0.6% | -0.1% |
| 30D | +1.8% | +8.6% | -6.8% | +2.2% |
| 3M | -1.2% | +7.9% | -9.1% | -0.8% |
| 6M | -2.5% | +21.0% | -23.5% | -1.5% |
| YTD | -2.5% | +17.5% | -20.0% | -1.6% |
| 1Y | -2.3% | +19.7% | -21.9% | -1.3% |
| 3Y | +11.3% | +77.4% | -66.1% | +15.3% |
| 5Y | -7.6% | +38.7% | -46.3% | -5.8% |
| 10Y | +7.3% | +193.5% | -186.2% | +18.2% |
| All | +127.5% | +1,691.3% | -1,563.8% | +204.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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