-2.0%
IEF vs ED
+27.1%
-29.1%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.0% | -2.4% | +0.3% |
| 7D | +0.9% | +5.4% | -4.5% | +0.5% |
| 30D | +3.1% | +16.4% | -13.3% | +2.2% |
| 3M | -1.4% | +11.9% | -13.2% | -2.0% |
| 6M | -1.6% | +11.6% | -13.1% | -2.2% |
| YTD | -2.1% | +24.1% | -26.2% | -3.1% |
| 1Y | -2.0% | +26.9% | -28.9% | -3.0% |
| All | -2.0% | +27.1% | -29.1% | -3.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 1y: compounded portfolio wealth divided by compounded ED 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…
1y analysis · Full analysis span regression · 6 months rolling