+3.6%
IEF vs EFV
+169.9%
-166.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.1% |
| 7D | -1.3% | -0.8% | -0.5% | -1.4% |
| 30D | -1.7% | +0.6% | -2.4% | -1.7% |
| 3M | -2.5% | +7.5% | -10.1% | -2.3% |
| 6M | -3.3% | +13.0% | -16.3% | -2.8% |
| YTD | -2.8% | +18.3% | -21.1% | -2.1% |
| 1Y | -2.7% | +26.7% | -29.5% | -1.7% |
| 3Y | +8.9% | +89.6% | -80.7% | +12.6% |
| 5Y | -9.4% | +98.2% | -107.6% | -6.2% |
| All | +3.6% | +169.9% | -166.3% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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