+3.6%
IEF vs ETR
+296.9%
-293.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -1.3% | -1.8% | +0.5% | -1.3% |
| 30D | -1.7% | -1.8% | 0.0% | -1.7% |
| 3M | -2.5% | -3.6% | +1.0% | -2.5% |
| 6M | -3.3% | +2.6% | -5.9% | -3.3% |
| YTD | -2.8% | +16.0% | -18.8% | -3.0% |
| 1Y | -2.7% | +20.1% | -22.9% | -2.9% |
| 3Y | +8.9% | +143.6% | -134.7% | +7.9% |
| 5Y | -9.4% | +124.4% | -133.8% | -10.1% |
| All | +3.6% | +296.9% | -293.3% | -1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 ETR 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