-9.5%
IEF vs LULU
-76.9%
+67.4%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LULU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.2% | -2.3% | -0.2% |
| 7D | -1.3% | -1.6% | +0.3% | -1.3% |
| 30D | -1.7% | -18.1% | +16.4% | -1.6% |
| 3M | -2.5% | -18.8% | +16.2% | -2.4% |
| 6M | -3.3% | -39.2% | +35.9% | -2.9% |
| YTD | -2.8% | -52.4% | +49.6% | -2.3% |
| 1Y | -2.7% | -40.3% | +37.6% | -2.4% |
| 3Y | +8.9% | -75.1% | +84.0% | +10.1% |
| All | -9.5% | -76.9% | +67.4% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside LULU.
Daily Out/Under-Performance
Portfolio return minus LULU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LULU 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 5y: compounded portfolio wealth divided by compounded LULU 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…
5y analysis · Full analysis span regression · 6 months rolling