+3.6%
IEF vs IRM
+440.8%
-437.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.0% | -2.2% | -0.2% |
| 7D | -1.3% | -1.4% | +0.1% | -1.3% |
| 30D | -1.7% | -7.4% | +5.6% | -1.6% |
| 3M | -2.5% | -7.4% | +4.8% | -2.4% |
| 6M | -3.3% | +8.7% | -11.9% | -3.4% |
| YTD | -2.8% | +40.9% | -43.8% | -3.3% |
| 1Y | -2.7% | +20.5% | -23.2% | -3.0% |
| 3Y | +8.9% | +101.7% | -92.8% | +8.0% |
| 5Y | -9.4% | +197.7% | -207.1% | -9.8% |
| All | +3.6% | +440.8% | -437.2% | +4.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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