-8.8%
IEF vs ELF
+230.6%
-239.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.1% | +3.8% | -0.3% |
| 7D | -0.3% | -6.8% | +6.5% | -0.3% |
| 30D | -0.6% | +5.1% | -5.7% | -0.6% |
| 3M | -1.0% | +79.8% | -80.8% | -1.4% |
| 6M | -3.1% | +29.7% | -32.8% | -3.3% |
| YTD | -1.9% | +31.6% | -33.5% | -2.1% |
| 1Y | -1.4% | -27.9% | +26.6% | -1.3% |
| 3Y | +9.8% | -26.4% | +36.2% | +9.5% |
| 5Y | -8.8% | +235.6% | -244.4% | -11.2% |
| All | -8.8% | +230.6% | -239.4% | -11.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling