+3.6%
IEF vs JBL
+1,558.3%
-1,554.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JBL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +5.0% | -5.2% | -0.1% |
| 7D | -1.3% | +2.4% | -3.8% | -1.3% |
| 30D | -1.7% | -13.1% | +11.4% | -2.0% |
| 3M | -2.5% | -15.6% | +13.1% | -2.8% |
| 6M | -3.3% | +24.6% | -27.8% | -2.6% |
| YTD | -2.8% | +39.6% | -42.4% | -1.9% |
| 1Y | -2.7% | +48.6% | -51.3% | -1.6% |
| 3Y | +8.9% | +197.3% | -188.4% | +12.6% |
| 5Y | -9.4% | +413.0% | -422.4% | -4.3% |
| All | +3.6% | +1,558.3% | -1,554.8% | +15.3% |
Cumulative growth
Daily Returns
Daily percentage return beside JBL.
Daily Out/Under-Performance
Portfolio return minus JBL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JBL 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 JBL 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