+8.9%
IEF vs EFX
-12.2%
+21.1%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.6% | -0.8% | -0.2% |
| 7D | -1.3% | -4.5% | +3.2% | -1.1% |
| 30D | -1.7% | -6.1% | +4.3% | -1.5% |
| 3M | -2.5% | +6.2% | -8.7% | -2.9% |
| 6M | -3.3% | -11.2% | +8.0% | -2.9% |
| YTD | -2.8% | -21.4% | +18.6% | -1.9% |
| 1Y | -2.7% | -34.3% | +31.6% | -0.9% |
| 3Y | +8.9% | -12.5% | +21.4% | +7.9% |
| All | +8.9% | -12.2% | +21.1% | +7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 3y: compounded portfolio wealth divided by compounded EFX 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…
3y analysis · Full analysis span regression · 6 months rolling