+7.3%
IEF vs EMB
+36.5%
-29.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.2% | 0.0% | -0.1% |
| 7D | -2.0% | -0.9% | -1.1% | -1.7% |
| 30D | +0.7% | +0.4% | +0.4% | +0.6% |
| 3M | -2.5% | -3.1% | +0.6% | -1.6% |
| 6M | -2.6% | -2.1% | -0.5% | -2.0% |
| YTD | -3.2% | -1.1% | -2.1% | -2.9% |
| 1Y | -3.0% | -0.1% | -3.0% | -3.0% |
| 3Y | +10.5% | +29.6% | -19.1% | +3.3% |
| 5Y | -8.2% | +7.2% | -15.4% | -12.9% |
| All | +7.3% | +36.5% | -29.1% | -5.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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