+10.5%
IEF vs LPLA
+29.4%
-18.8%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.0% | -0.9% | -1.0% | -2.0% |
| 30D | +0.7% | -9.5% | +10.2% | +0.4% |
| 3M | -2.5% | -21.9% | +19.4% | -3.4% |
| 6M | -2.6% | -2.6% | +0.1% | -2.4% |
| YTD | -3.2% | -17.8% | +14.6% | -3.7% |
| 1Y | -3.0% | -21.2% | +18.1% | -3.8% |
| 3Y | +10.5% | +30.6% | -20.1% | +15.8% |
| All | +10.5% | +29.4% | -18.8% | +15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside LPLA.
Daily Out/Under-Performance
Portfolio return minus LPLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LPLA 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 3y: compounded portfolio wealth divided by compounded LPLA 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…
3y analysis · Full analysis span regression · 6 months rolling