+9.1%
IEF vs IT
-51.9%
+61.0%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.8% |
| 7D | -1.2% | -12.7% | +11.5% | -1.1% |
| 30D | -1.5% | -8.9% | +7.4% | -1.4% |
| 3M | -1.7% | +10.1% | -11.8% | -1.8% |
| 6M | -3.5% | +7.3% | -10.8% | -3.6% |
| YTD | -2.6% | -32.4% | +29.7% | -2.3% |
| 1Y | -2.4% | -26.6% | +24.3% | -2.2% |
| All | +9.1% | -51.9% | +61.0% | +8.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling