+10.2%
IEF vs FIVE
+56.0%
-45.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +5.1% | -5.1% | 0.0% |
| 7D | -0.3% | +4.3% | -4.6% | -0.3% |
| 30D | -0.8% | +12.5% | -13.3% | -0.8% |
| 3M | -1.0% | +31.2% | -32.2% | -1.0% |
| 6M | -2.8% | +14.4% | -17.1% | -2.8% |
| YTD | -1.5% | +33.9% | -35.4% | -1.5% |
| 1Y | -0.4% | +65.1% | -65.5% | -0.4% |
| All | +10.2% | +56.0% | -45.8% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 3y: compounded portfolio wealth divided by compounded FIVE 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…
3y analysis · Full analysis span regression · 6 months rolling