-8.5%
IEF vs ETR
+126.1%
-134.6%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.3% | +1.0% | -0.2% |
| 7D | -0.3% | +0.4% | -0.7% | -0.3% |
| 30D | -0.6% | +2.0% | -2.6% | -0.7% |
| 3M | -1.0% | -1.7% | +0.7% | -0.9% |
| 6M | -3.1% | +3.6% | -6.6% | -3.3% |
| YTD | -1.9% | +18.0% | -19.9% | -2.9% |
| 1Y | -1.4% | +26.2% | -27.6% | -2.8% |
| 3Y | +9.8% | +148.0% | -138.2% | +2.9% |
| All | -8.5% | +126.1% | -134.6% | -13.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling