+7.3%
IEF vs KIM
+63.6%
-56.3%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | -2.0% | +0.1% | -2.1% | -2.0% |
| 30D | +0.7% | +14.1% | -13.4% | +0.7% |
| 3M | -2.5% | +6.0% | -8.5% | -2.5% |
| 6M | -2.6% | +13.2% | -15.8% | -2.6% |
| YTD | -3.2% | +30.4% | -33.6% | -3.2% |
| 1Y | -3.0% | +31.0% | -34.1% | -3.0% |
| 3Y | +10.5% | +67.6% | -57.1% | +10.8% |
| 5Y | -8.2% | +35.8% | -43.9% | -8.1% |
| All | +7.3% | +63.6% | -56.3% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 KIM 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