+3.8%
IEF vs M
-10.0%
+13.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.7% | +3.9% | -0.9% |
| 7D | -1.2% | -8.8% | +7.6% | -1.3% |
| 30D | -1.5% | -16.4% | +14.9% | -1.7% |
| 3M | -1.7% | -10.8% | +9.1% | -1.8% |
| 6M | -3.5% | +16.1% | -19.6% | -3.2% |
| YTD | -2.6% | -5.3% | +2.6% | -2.6% |
| 1Y | -2.4% | +24.9% | -27.3% | -1.9% |
| 3Y | +8.9% | +97.5% | -88.6% | +10.9% |
| 5Y | -9.2% | +20.4% | -29.6% | -7.7% |
| All | +3.8% | -10.0% | +13.7% | +6.9% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 M 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