+2.9%
IEF vs ELF
+373.0%
-370.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.2% | +3.4% | -0.8% |
| 7D | -1.9% | +3.4% | -5.3% | -1.9% |
| 30D | +1.1% | +5.0% | -3.9% | +1.1% |
| 3M | -1.9% | +22.6% | -24.5% | -1.9% |
| 6M | -2.4% | +104.0% | -106.3% | -2.3% |
| YTD | -3.0% | +49.3% | -52.3% | -2.9% |
| 1Y | -3.1% | +46.0% | -49.2% | -3.1% |
| 3Y | +10.7% | +19.4% | -8.7% | +11.0% |
| 5Y | -8.0% | +262.0% | -270.0% | -6.7% |
| 10Y | +6.9% | +320.5% | -313.6% | +9.4% |
| All | +2.9% | +373.0% | -370.1% | +5.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling