-9.2%
IEF vs EFX
-37.1%
+27.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.2% | -11.1% | +9.9% | -0.5% |
| 30D | -1.5% | -7.4% | +5.9% | -1.1% |
| 3M | -1.7% | +1.5% | -3.2% | -1.9% |
| 6M | -3.5% | -13.7% | +10.2% | -2.9% |
| YTD | -2.6% | -21.9% | +19.2% | -1.6% |
| 1Y | -2.4% | -30.8% | +28.4% | -0.6% |
| 3Y | +8.9% | -12.4% | +21.3% | +8.2% |
| 5Y | -9.2% | -35.9% | +26.7% | -10.6% |
| All | -9.2% | -37.1% | +27.9% | -10.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling