+108.9%
IEF vs IAG
+377.5%
-268.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.2% | +2.2% | 0.0% |
| 7D | -0.3% | -0.5% | +0.2% | -0.3% |
| 30D | -0.8% | +28.9% | -29.7% | -1.1% |
| 3M | -1.0% | +19.1% | -20.1% | -1.2% |
| 6M | -2.8% | -10.3% | +7.5% | -2.8% |
| YTD | -1.5% | +24.2% | -25.7% | -1.9% |
| 1Y | -0.4% | +116.5% | -116.9% | -1.5% |
| 3Y | +9.7% | +742.8% | -733.1% | +6.5% |
| 5Y | -8.3% | +753.3% | -761.7% | -11.3% |
| 10Y | +4.6% | +403.2% | -398.6% | +1.1% |
| All | +108.9% | +377.5% | -268.5% | +98.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 all: compounded portfolio wealth divided by compounded IAG 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…
all analysis · Full analysis span regression · 6 months rolling