+129.8%
IEF vs LII
+3,172.6%
-3,042.8%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LII | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | 0.0% |
| 7D | -0.3% | -0.7% | +0.4% | -0.3% |
| 30D | -0.8% | -12.6% | +11.8% | -1.2% |
| 3M | -1.0% | -24.4% | +23.5% | -1.7% |
| 6M | -2.8% | -28.7% | +25.9% | -3.6% |
| YTD | -1.5% | -19.1% | +17.6% | -1.9% |
| 1Y | -0.4% | -29.7% | +29.3% | -1.3% |
| 3Y | +9.7% | +4.8% | +4.9% | +10.8% |
| 5Y | -8.3% | +24.6% | -32.9% | -6.6% |
| 10Y | +4.6% | +169.2% | -164.6% | +12.0% |
| All | +129.8% | +3,172.6% | -3,042.8% | +189.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling