+4.5%
IEF vs LII
+167.7%
-163.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.4% | +1.3% | -0.1% |
| 7D | +0.1% | +2.1% | -2.0% | 0.0% |
| 30D | -0.7% | -12.4% | +11.7% | -0.6% |
| 3M | -0.4% | -24.8% | +24.4% | -0.1% |
| 6M | -2.5% | -25.2% | +22.7% | -2.2% |
| YTD | -1.6% | -20.3% | +18.7% | -1.4% |
| 1Y | -1.3% | -32.9% | +31.6% | -1.0% |
| 3Y | +10.1% | +2.0% | +8.1% | +10.3% |
| 5Y | -8.3% | +24.4% | -32.8% | -8.8% |
| 10Y | +4.5% | +167.2% | -162.7% | +6.7% |
| All | +4.5% | +167.7% | -163.2% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LII.
Daily Out/Under-Performance
Portfolio return minus LII return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LII 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 LII 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