+126.7%
IEF vs KNX
+974.8%
-848.1%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | -0.2% |
| 7D | -1.3% | -5.6% | +4.2% | -1.6% |
| 30D | -1.7% | -4.4% | +2.7% | -1.9% |
| 3M | -2.5% | -17.3% | +14.8% | -3.2% |
| 6M | -3.3% | +22.6% | -25.9% | -2.4% |
| YTD | -2.8% | +31.1% | -34.0% | -1.6% |
| 1Y | -2.7% | +60.2% | -62.9% | -0.6% |
| 3Y | +8.9% | +35.8% | -26.8% | +11.0% |
| 5Y | -9.4% | +38.9% | -48.3% | -7.2% |
| 10Y | +3.7% | +166.5% | -162.8% | +11.6% |
| All | +126.7% | +974.8% | -848.1% | +178.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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