+3.8%
IEF vs EL
+25.3%
-21.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.3% | +1.5% | -0.8% |
| 7D | -1.2% | -4.4% | +3.2% | -1.2% |
| 30D | -1.5% | +10.3% | -11.7% | -1.4% |
| 3M | -1.7% | +13.4% | -15.0% | -1.6% |
| 6M | -3.5% | +3.1% | -6.6% | -3.5% |
| YTD | -2.6% | -6.9% | +4.3% | -2.7% |
| 1Y | -2.4% | +11.9% | -14.3% | -2.3% |
| 3Y | +8.9% | -33.8% | +42.7% | +8.6% |
| 5Y | -9.2% | -69.0% | +59.7% | -11.1% |
| All | +3.8% | +25.3% | -21.5% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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