+7.5%
IEF vs ED
+143.7%
-136.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.9% | -1.7% | -0.2% | -1.9% |
| 30D | +1.1% | +10.7% | -9.6% | +0.8% |
| 3M | -1.9% | +11.6% | -13.6% | -2.3% |
| 6M | -2.4% | +13.5% | -15.9% | -2.8% |
| YTD | -3.0% | +23.1% | -26.1% | -3.6% |
| 1Y | -3.1% | +23.1% | -26.2% | -3.7% |
| 3Y | +10.7% | +47.9% | -37.3% | +9.7% |
| 5Y | -8.0% | +83.9% | -91.9% | -8.3% |
| All | +7.5% | +143.7% | -136.2% | +3.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling