+3.6%
IEF vs IT
+103.1%
-99.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.3% | -5.4% | -0.1% |
| 7D | -1.3% | -3.7% | +2.3% | -1.4% |
| 30D | -1.7% | +0.1% | -1.8% | -1.7% |
| 3M | -2.5% | +20.7% | -23.2% | -2.3% |
| 6M | -3.3% | +12.0% | -15.2% | -3.0% |
| YTD | -2.8% | -28.8% | +26.0% | -3.1% |
| 1Y | -2.7% | -25.5% | +22.8% | -2.9% |
| 3Y | +8.9% | -48.8% | +57.7% | +8.3% |
| 5Y | -9.4% | -42.7% | +33.3% | -9.5% |
| All | +3.6% | +103.1% | -99.5% | +9.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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