+7.3%
IEF vs IP
+24.7%
-17.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.1% | +0.3% | -0.9% |
| 7D | -0.2% | 0.0% | -0.2% | -0.2% |
| 30D | +1.8% | +9.4% | -7.6% | +2.0% |
| 3M | -1.2% | -14.1% | +12.9% | -1.5% |
| 6M | -2.5% | +9.2% | -11.7% | -2.2% |
| YTD | -2.5% | -7.5% | +5.1% | -2.5% |
| 1Y | -2.3% | -2.8% | +0.5% | -2.2% |
| 3Y | +11.3% | +21.2% | -10.0% | +13.0% |
| 5Y | -7.6% | -11.5% | +3.9% | -7.4% |
| 10Y | +7.3% | +23.7% | -16.4% | +10.6% |
| All | +7.3% | +24.7% | -17.5% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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