+20.5%
IEF vs INDA
+111.6%
-91.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.6% | +1.5% | -0.1% |
| 7D | +0.1% | -1.0% | +1.1% | 0.0% |
| 30D | -0.7% | -2.5% | +1.8% | -0.8% |
| 3M | -0.4% | +4.0% | -4.4% | -0.3% |
| 6M | -2.5% | -1.8% | -0.7% | -2.5% |
| YTD | -1.6% | -9.2% | +7.6% | -1.9% |
| 1Y | -1.3% | -7.2% | +5.9% | -1.5% |
| 3Y | +10.1% | +9.8% | +0.3% | +10.6% |
| 5Y | -8.3% | +7.5% | -15.8% | -7.9% |
| 10Y | +4.5% | +80.8% | -76.3% | +8.4% |
| All | +20.5% | +111.6% | -91.1% | +26.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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