-8.0%
IEF vs FE
+45.0%
-52.9%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.6% | +0.5% | 0.0% |
| 7D | -0.3% | +1.9% | -2.2% | -0.5% |
| 30D | -0.8% | -1.2% | +0.4% | -0.7% |
| 3M | -1.0% | +3.5% | -4.5% | -1.3% |
| 6M | -2.8% | -6.1% | +3.3% | -2.3% |
| YTD | -1.5% | +7.6% | -9.1% | -2.2% |
| 1Y | -0.4% | +11.9% | -12.3% | -1.6% |
| 3Y | +9.7% | +48.4% | -38.8% | +5.3% |
| All | -8.0% | +45.0% | -52.9% | -11.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling