+7.3%
IEF vs IBB
+126.8%
-119.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.4% | +0.2% | -0.2% |
| 7D | -2.0% | -0.5% | -1.5% | -2.0% |
| 30D | +0.7% | +4.6% | -3.8% | +0.7% |
| 3M | -2.5% | +6.8% | -9.3% | -2.5% |
| 6M | -2.6% | +23.1% | -25.7% | -2.6% |
| YTD | -3.2% | +26.0% | -29.2% | -3.2% |
| 1Y | -3.0% | +30.4% | -33.4% | -3.1% |
| 3Y | +10.5% | +85.4% | -74.9% | +10.9% |
| 5Y | -8.2% | +39.7% | -47.9% | -8.9% |
| All | +7.3% | +126.8% | -119.4% | +11.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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