+3.6%
IEF vs LEN
+108.0%
-104.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.4% | -0.3% |
| 7D | -1.3% | -4.8% | +3.4% | -1.2% |
| 30D | -1.7% | -6.6% | +4.8% | -1.6% |
| 3M | -2.5% | -15.7% | +13.1% | -2.1% |
| 6M | -3.3% | -16.6% | +13.4% | -2.8% |
| YTD | -2.8% | -21.3% | +18.5% | -2.3% |
| 1Y | -2.7% | -42.0% | +39.3% | -1.4% |
| 3Y | +8.9% | -27.9% | +36.8% | +9.7% |
| 5Y | -9.4% | -10.7% | +1.3% | -9.3% |
| All | +3.6% | +108.0% | -104.5% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LEN.
Daily Out/Under-Performance
Portfolio return minus LEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LEN 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 LEN 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