+35.3%
IEF vs LPLA
+1,275.5%
-1,240.2%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LPLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.5% | +2.4% | -0.2% |
| 7D | +0.1% | -2.1% | +2.1% | 0.0% |
| 30D | -0.7% | -3.3% | +2.6% | -0.9% |
| 3M | -0.4% | +23.5% | -24.0% | +0.8% |
| 6M | -2.5% | +12.0% | -14.5% | -1.7% |
| YTD | -1.6% | -1.7% | +0.1% | -1.4% |
| 1Y | -1.3% | +3.2% | -4.5% | -0.8% |
| 3Y | +10.1% | +46.2% | -36.1% | +13.7% |
| 5Y | -8.3% | +144.9% | -153.2% | -1.6% |
| 10Y | +4.5% | +1,195.1% | -1,190.6% | +25.8% |
| All | +35.3% | +1,275.5% | -1,240.2% | +68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling