+129.5%
IEF vs ES
+913.4%
-783.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.3% | -0.1% | +0.4% | +0.3% |
| 30D | +2.7% | +5.7% | -3.0% | +2.7% |
| 3M | -0.8% | -2.8% | +2.0% | -0.8% |
| 6M | -1.7% | +7.0% | -8.6% | -1.6% |
| YTD | -1.6% | +6.8% | -8.4% | -1.5% |
| 1Y | -1.6% | -0.5% | -1.1% | -1.5% |
| 3Y | +12.4% | +47.2% | -34.8% | +13.3% |
| 5Y | -7.6% | +2.3% | -9.8% | -7.6% |
| 10Y | +7.6% | +85.6% | -78.1% | +11.0% |
| All | +129.5% | +913.4% | -783.9% | +163.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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