+129.6%
IEF vs KEY
+86.9%
+42.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.5% | +0.4% | -0.1% |
| 7D | +0.1% | -1.3% | +1.4% | +0.1% |
| 30D | +3.1% | +5.1% | -2.1% | +3.3% |
| 3M | -0.5% | -7.1% | +6.6% | -0.7% |
| 6M | -1.6% | -4.4% | +2.7% | -1.8% |
| YTD | -1.6% | +4.0% | -5.6% | -1.3% |
| 1Y | -1.5% | +23.4% | -24.9% | -0.6% |
| 3Y | +12.4% | +113.9% | -101.5% | +16.5% |
| 5Y | -7.5% | +12.3% | -19.8% | -5.9% |
| 10Y | +5.2% | +125.5% | -120.3% | +12.3% |
| All | +129.6% | +86.9% | +42.8% | +164.4% |
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