-2.0%
IEF vs KEEL
-45.0%
+43.0%
-7.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.7% | +0.6% |
| 7D | +0.9% | -13.6% | +14.5% | +0.9% |
| 30D | +3.1% | -39.1% | +42.2% | +3.3% |
| 3M | -1.4% | -48.9% | +47.6% | -1.0% |
| 6M | -1.6% | -35.4% | +33.8% | -1.4% |
| YTD | -2.1% | -10.6% | +8.5% | -2.0% |
| 1Y | -2.0% | -45.3% | +43.3% | -1.8% |
| All | -2.0% | -45.0% | +43.0% | -1.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 1y: compounded portfolio wealth divided by compounded KEEL 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…
1y analysis · Full analysis span regression · 6 months rolling