+127.5%
IEF vs KEY
+91.3%
+36.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.5% | -0.9% |
| 7D | -0.2% | +0.5% | -0.7% | -0.1% |
| 30D | +1.8% | +6.9% | -5.1% | +2.1% |
| 3M | -1.2% | -5.0% | +3.8% | -1.4% |
| 6M | -2.5% | +0.7% | -3.2% | -2.4% |
| YTD | -2.5% | +6.5% | -8.9% | -2.2% |
| 1Y | -2.3% | +22.6% | -24.9% | -1.4% |
| 3Y | +11.3% | +125.3% | -114.1% | +15.6% |
| 5Y | -7.6% | +13.9% | -21.5% | -5.9% |
| 10Y | +7.3% | +105.3% | -98.1% | +14.1% |
| All | +127.5% | +91.3% | +36.3% | +162.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling