+125.9%
IEF vs IVZ
+325.3%
-199.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.4% | -2.5% | -0.1% |
| 7D | -2.0% | +7.6% | -9.6% | -1.7% |
| 30D | +0.7% | +4.3% | -3.6% | +0.9% |
| 3M | -2.5% | -9.3% | +6.9% | -2.8% |
| 6M | -2.6% | +5.2% | -7.8% | -2.3% |
| YTD | -3.2% | +13.4% | -16.6% | -2.5% |
| 1Y | -3.0% | +25.4% | -28.4% | -1.9% |
| 3Y | +10.5% | +152.5% | -142.0% | +15.6% |
| 5Y | -8.2% | +36.7% | -44.9% | -6.1% |
| 10Y | +6.7% | +45.0% | -38.3% | +12.1% |
| All | +125.9% | +325.3% | -199.4% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 all: compounded portfolio wealth divided by compounded IVZ 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…
all analysis · Full analysis span regression · 6 months rolling