+17.8%
IEF vs ESI
+198.2%
-180.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.2% |
| 7D | -2.0% | +5.5% | -7.5% | -1.9% |
| 30D | +0.7% | -7.8% | +8.5% | +0.6% |
| 3M | -2.5% | -15.0% | +12.5% | -2.7% |
| 6M | -2.6% | -24.9% | +22.3% | -3.0% |
| YTD | -3.2% | +33.2% | -36.4% | -2.3% |
| 1Y | -3.0% | +24.9% | -28.0% | -2.3% |
| 3Y | +10.5% | +77.8% | -67.2% | +12.7% |
| 5Y | -8.2% | +37.1% | -45.3% | -7.0% |
| 10Y | +6.7% | +320.5% | -313.8% | +13.6% |
| All | +17.8% | +198.2% | -180.4% | +23.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling