+3.8%
IEF vs ED
+109.0%
-105.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | -0.1% | -0.8% |
| 7D | -1.2% | -1.9% | +0.7% | -1.1% |
| 30D | -1.5% | +0.1% | -1.6% | -1.5% |
| 3M | -1.7% | 0.0% | -1.7% | -1.7% |
| 6M | -3.5% | -2.5% | -1.0% | -3.5% |
| YTD | -2.6% | +10.1% | -12.7% | -2.9% |
| 1Y | -2.4% | +13.6% | -16.0% | -2.8% |
| 3Y | +8.9% | +32.4% | -23.5% | +8.2% |
| 5Y | -9.2% | +69.9% | -79.1% | -9.4% |
| All | +3.8% | +109.0% | -105.3% | +0.3% |
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