+126.7%
IEF vs LUMN
-0.9%
+127.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -1.6% |
| 3M | -2.5% | -18.3% | +15.7% | -2.7% |
| 6M | -3.3% | +4.4% | -7.6% | -3.1% |
| YTD | -2.8% | -10.7% | +7.9% | -2.7% |
| 1Y | -2.7% | +14.0% | -16.7% | -2.1% |
| 3Y | +8.9% | +406.6% | -397.7% | +14.6% |
| 5Y | -9.4% | -36.8% | +27.4% | -9.7% |
| 10Y | +3.7% | -56.2% | +59.8% | +3.8% |
| All | +126.7% | -0.9% | +127.6% | +146.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling