+7.3%
IEF vs FE
+126.1%
-118.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.1% | -1.3% | -0.2% |
| 7D | -2.0% | +1.2% | -3.2% | -2.0% |
| 30D | +0.7% | +4.5% | -3.8% | +0.7% |
| 3M | -2.5% | +1.3% | -3.8% | -2.5% |
| 6M | -2.6% | +8.7% | -11.2% | -2.6% |
| YTD | -3.2% | +9.2% | -12.4% | -3.3% |
| 1Y | -3.0% | +7.0% | -10.0% | -3.1% |
| 3Y | +10.5% | +51.4% | -40.9% | +10.4% |
| 5Y | -8.2% | +47.7% | -55.9% | -8.1% |
| All | +7.3% | +126.1% | -118.8% | +5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 FE 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