+12.2%
IEF vs KEYS
+1,113.8%
-1,101.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -0.1% |
| 7D | -1.3% | +3.5% | -4.8% | -1.3% |
| 30D | -1.7% | -4.5% | +2.7% | -1.8% |
| 3M | -2.5% | -0.4% | -2.1% | -2.5% |
| 6M | -3.3% | +19.1% | -22.4% | -2.8% |
| YTD | -2.8% | +66.7% | -69.5% | -1.6% |
| 1Y | -2.7% | +96.5% | -99.2% | -1.0% |
| 3Y | +8.9% | +155.2% | -146.2% | +11.8% |
| 5Y | -9.4% | +88.0% | -97.4% | -7.7% |
| 10Y | +3.7% | +1,046.8% | -1,043.1% | +16.3% |
| All | +12.2% | +1,113.8% | -1,101.6% | +26.1% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 KEYS 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