-7.4%
IEF vs IP
-12.0%
+4.6%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -1.0% | -0.1% |
| 7D | +0.1% | -5.1% | +5.2% | +0.2% |
| 30D | +3.1% | +8.5% | -5.4% | +2.9% |
| 3M | -0.8% | -13.8% | +13.0% | -0.6% |
| 6M | -2.0% | +5.7% | -7.7% | -2.1% |
| YTD | -1.9% | -9.1% | +7.2% | -1.9% |
| 1Y | -1.8% | -0.8% | -1.0% | -1.9% |
| 3Y | +12.0% | +14.8% | -2.8% | +11.1% |
| All | -7.4% | -12.0% | +4.6% | -9.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling