-9.2%
IEF vs IRM
+186.9%
-196.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | -0.7% |
| 7D | -1.2% | -1.8% | +0.6% | -1.1% |
| 30D | -1.5% | -7.8% | +6.3% | -1.0% |
| 3M | -1.7% | -7.9% | +6.2% | -1.3% |
| 6M | -3.5% | +6.3% | -9.9% | -4.0% |
| YTD | -2.6% | +38.2% | -40.8% | -4.6% |
| 1Y | -2.4% | +19.8% | -22.2% | -3.7% |
| 3Y | +8.9% | +98.8% | -89.8% | +2.6% |
| 5Y | -9.2% | +191.8% | -201.0% | -16.8% |
| All | -9.2% | +186.9% | -196.1% | -16.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling