+4.5%
IEF vs ELF
+357.0%
-352.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.1% | -2.1% | 0.0% |
| 7D | -0.3% | +5.4% | -5.6% | -0.3% |
| 30D | -0.8% | +27.0% | -27.8% | -0.7% |
| 3M | -1.0% | +113.2% | -114.2% | -0.8% |
| 6M | -2.8% | +36.6% | -39.3% | -2.7% |
| YTD | -1.5% | +44.2% | -45.7% | -1.4% |
| 1Y | -0.4% | -18.0% | +17.6% | -0.5% |
| 3Y | +9.7% | -19.9% | +29.6% | +9.8% |
| 5Y | -8.3% | +257.7% | -266.0% | -7.0% |
| All | +4.5% | +357.0% | -352.4% | +6.9% |
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