+89.0%
IEF vs ET
+1,451.4%
-1,362.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.2% | -1.0% | -0.8% |
| 7D | -1.2% | +1.4% | -2.5% | -1.2% |
| 30D | -1.5% | +4.6% | -6.0% | -1.3% |
| 3M | -1.7% | +16.0% | -17.7% | -1.3% |
| 6M | -3.5% | +22.8% | -26.3% | -3.0% |
| YTD | -2.6% | +38.9% | -41.5% | -1.8% |
| 1Y | -2.4% | +34.1% | -36.5% | -1.6% |
| 3Y | +8.9% | +98.8% | -89.9% | +11.1% |
| 5Y | -9.2% | +246.8% | -256.1% | -5.8% |
| 10Y | +3.9% | +174.4% | -170.5% | +8.4% |
| All | +89.0% | +1,451.4% | -1,362.4% | +111.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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