-3.0%
IEF vs ESI
+21.7%
-24.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -2.0% | +5.5% | -7.5% | -2.1% |
| 30D | +0.7% | -7.8% | +8.5% | +0.8% |
| 3M | -2.5% | -15.0% | +12.5% | -2.2% |
| 6M | -2.6% | -24.9% | +22.3% | -2.2% |
| YTD | -3.2% | +33.2% | -36.4% | -4.0% |
| 1Y | -3.0% | +24.9% | -28.0% | -3.7% |
| All | -3.0% | +21.7% | -24.7% | -3.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 1y: compounded portfolio wealth divided by compounded ESI 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…
1y analysis · Full analysis span regression · 6 months rolling