-8.8%
IEF vs ESI
+74.4%
-83.3%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -0.3% | +3.9% | -4.2% | -0.4% |
| 30D | -0.6% | -3.8% | +3.2% | -0.5% |
| 3M | -1.0% | -13.1% | +12.1% | -0.8% |
| 6M | -3.1% | +11.3% | -14.4% | -3.3% |
| YTD | -1.9% | +44.1% | -46.0% | -2.5% |
| 1Y | -1.4% | +40.3% | -41.7% | -2.0% |
| 3Y | +9.8% | +84.1% | -74.3% | +8.3% |
| 5Y | -8.8% | +75.8% | -84.6% | -10.4% |
| All | -8.8% | +74.4% | -83.3% | -10.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling