-2.4%
IEF vs ESI
+34.0%
-36.4%
-4.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.5% | +3.7% | -0.7% |
| 7D | -1.2% | -2.3% | +1.1% | -1.1% |
| 30D | -1.5% | -9.0% | +7.6% | -1.3% |
| 3M | -1.7% | -13.3% | +11.6% | -1.5% |
| 6M | -3.5% | +5.3% | -8.8% | -3.7% |
| YTD | -2.6% | +37.6% | -40.3% | -2.7% |
| 1Y | -2.4% | +33.6% | -36.0% | -2.5% |
| All | -2.4% | +34.0% | -36.4% | -2.5% |
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