+3.6%
IEF vs LUMN
-55.8%
+59.4%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | LUMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.9% | -2.1% | -0.2% |
| 7D | -1.3% | +2.5% | -3.9% | -1.3% |
| 30D | -1.7% | +10.3% | -12.1% | -1.7% |
| 3M | -2.5% | -18.3% | +15.7% | -2.6% |
| 6M | -3.3% | +4.4% | -7.6% | -3.2% |
| YTD | -2.8% | -10.7% | +7.9% | -2.8% |
| 1Y | -2.7% | +14.0% | -16.7% | -2.5% |
| 3Y | +8.9% | +406.6% | -397.7% | +10.7% |
| 5Y | -9.4% | -36.8% | +27.4% | -10.2% |
| All | +3.6% | -55.8% | +59.4% | +3.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LUMN.
Daily Out/Under-Performance
Portfolio return minus LUMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LUMN 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 LUMN 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