+5.0%
IEF vs KEY
+167.9%
-162.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.8% | +1.7% | -0.2% |
| 7D | +0.1% | +2.7% | -2.7% | +0.2% |
| 30D | -0.7% | -3.2% | +2.5% | -0.8% |
| 3M | -0.4% | +1.0% | -1.4% | -0.4% |
| 6M | -2.5% | +11.9% | -14.4% | -2.0% |
| YTD | -1.6% | +8.7% | -10.3% | -1.2% |
| 1Y | -1.3% | +18.5% | -19.8% | -0.6% |
| 3Y | +10.1% | +124.0% | -113.9% | +14.3% |
| 5Y | -8.3% | +40.8% | -49.1% | -6.0% |
| All | +5.0% | +167.9% | -162.9% | +13.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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