-8.8%
IEF vs EL
-68.4%
+59.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.3% |
| 7D | -0.3% | -2.4% | +2.0% | -0.3% |
| 30D | -0.6% | +13.7% | -14.2% | -0.7% |
| 3M | -1.0% | +14.5% | -15.5% | -1.2% |
| 6M | -3.1% | +7.4% | -10.5% | -3.2% |
| YTD | -1.9% | -4.7% | +2.8% | -2.0% |
| 1Y | -1.4% | +12.9% | -14.3% | -1.6% |
| 3Y | +9.8% | -32.2% | +42.0% | +10.2% |
| 5Y | -8.8% | -68.4% | +59.6% | -8.5% |
| All | -8.8% | -68.4% | +59.6% | -8.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling