+4.5%
IEF vs LSCC
+1,791.9%
-1,787.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LSCC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.1% |
| 7D | +0.1% | +5.2% | -5.1% | +0.1% |
| 30D | -0.7% | -9.6% | +8.9% | -0.8% |
| 3M | -0.4% | -17.8% | +17.3% | -0.5% |
| 6M | -2.5% | +37.4% | -39.9% | -2.2% |
| YTD | -1.6% | +59.7% | -61.3% | -1.2% |
| 1Y | -1.3% | +76.2% | -77.5% | -0.8% |
| 3Y | +10.1% | +28.2% | -18.1% | +10.7% |
| 5Y | -8.3% | +87.2% | -95.5% | -7.3% |
| 10Y | +4.5% | +1,795.0% | -1,790.5% | +10.7% |
| All | +4.5% | +1,791.9% | -1,787.5% | +10.7% |
Cumulative growth
Daily Returns
Daily percentage return beside LSCC.
Daily Out/Under-Performance
Portfolio return minus LSCC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LSCC 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 LSCC 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