+125.9%
IEF vs EL
+911.4%
-785.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -2.0% | +1.5% | -3.5% | -1.9% |
| 30D | +0.7% | +10.0% | -9.3% | +1.0% |
| 3M | -2.5% | +28.4% | -30.9% | -1.7% |
| 6M | -2.6% | +37.1% | -39.6% | -1.6% |
| YTD | -3.2% | +7.8% | -11.0% | -2.8% |
| 1Y | -3.0% | +26.0% | -29.1% | -2.1% |
| 3Y | +10.5% | +3.8% | +6.7% | +11.6% |
| 5Y | -8.2% | -65.2% | +57.0% | -11.1% |
| 10Y | +6.7% | +62.1% | -55.4% | +13.5% |
| All | +125.9% | +911.4% | -785.5% | +170.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling