+129.6%
IEF vs EFX
+872.7%
-743.0%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.1% | +3.0% | -0.2% |
| 7D | +0.1% | -7.8% | +7.9% | -0.2% |
| 30D | -0.7% | -5.7% | +5.0% | -0.9% |
| 3M | -0.4% | +2.5% | -3.0% | -0.3% |
| 6M | -2.5% | -16.7% | +14.2% | -2.9% |
| YTD | -1.6% | -20.2% | +18.6% | -2.1% |
| 1Y | -1.3% | -31.4% | +30.1% | -2.3% |
| 3Y | +10.1% | -10.5% | +20.6% | +10.6% |
| 5Y | -8.3% | -35.2% | +26.9% | -9.3% |
| 10Y | +4.5% | +40.2% | -35.7% | +10.6% |
| All | +129.6% | +872.7% | -743.0% | +198.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling