+129.6%
IEF vs IVZ
+372.0%
-242.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.2% | +2.1% | -0.2% |
| 7D | +0.1% | +1.1% | -1.0% | +0.1% |
| 30D | -0.7% | +3.1% | -3.8% | -0.6% |
| 3M | -0.4% | +18.2% | -18.6% | +0.3% |
| 6M | -2.5% | +38.6% | -41.1% | -1.1% |
| YTD | -1.6% | +25.9% | -27.5% | -0.5% |
| 1Y | -1.3% | +51.7% | -53.0% | +0.5% |
| 3Y | +10.1% | +138.7% | -128.6% | +14.8% |
| 5Y | -8.3% | +62.8% | -71.1% | -5.5% |
| 10Y | +4.5% | +60.9% | -56.4% | +10.2% |
| All | +129.6% | +372.0% | -242.4% | +168.4% |
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