+11.9%
IEF vs ESTC
+23.7%
-11.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.1% | +1.8% | -0.3% |
| 7D | -0.3% | -3.3% | +3.0% | -0.3% |
| 30D | -0.6% | +13.4% | -14.0% | -0.6% |
| 3M | -1.0% | +41.3% | -42.3% | -1.1% |
| 6M | -3.1% | +62.6% | -65.7% | -3.3% |
| YTD | -1.9% | +14.8% | -16.6% | -2.0% |
| 1Y | -1.4% | -5.1% | +3.7% | -1.4% |
| 3Y | +9.8% | +11.2% | -1.4% | +9.5% |
| 5Y | -8.8% | -47.0% | +38.2% | -9.5% |
| All | +11.9% | +23.7% | -11.8% | +13.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 10y: compounded portfolio wealth divided by compounded ESTC 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…
10y analysis · Full analysis span regression · 6 months rolling