+3.1%
IEF vs ELF
+303.8%
-300.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.2% |
| 7D | -1.3% | -11.6% | +10.3% | -1.4% |
| 30D | -1.7% | +4.6% | -6.4% | -1.7% |
| 3M | -2.5% | +59.7% | -62.2% | -2.4% |
| 6M | -3.3% | +21.2% | -24.5% | -3.2% |
| YTD | -2.8% | +27.4% | -30.3% | -2.8% |
| 1Y | -2.7% | -29.8% | +27.1% | -2.8% |
| 3Y | +8.9% | -28.5% | +37.4% | +9.0% |
| 5Y | -9.4% | +220.0% | -229.5% | -8.1% |
| All | +3.1% | +303.8% | -300.7% | +5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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