-3.0%
IEF vs ED
+24.8%
-27.8%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -0.3% |
| 7D | -2.0% | +2.1% | -4.0% | -2.1% |
| 30D | +0.7% | +10.4% | -9.7% | +0.1% |
| 3M | -2.5% | +12.5% | -15.0% | -3.2% |
| 6M | -2.6% | +14.9% | -17.5% | -3.3% |
| YTD | -3.2% | +24.8% | -28.0% | -3.9% |
| 1Y | -3.0% | +23.8% | -26.9% | -3.7% |
| All | -3.0% | +24.8% | -27.8% | -3.7% |
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