-1.4%
IEF vs M
+30.1%
-31.5%
-4.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.2% | +3.9% | -0.2% |
| 7D | -0.3% | -4.1% | +3.8% | -0.2% |
| 30D | -0.6% | -13.6% | +13.0% | -0.3% |
| 3M | -1.0% | -2.3% | +1.3% | -0.9% |
| 6M | -3.1% | +21.9% | -25.0% | -2.9% |
| YTD | -1.9% | -0.6% | -1.3% | -1.9% |
| 1Y | -1.4% | +29.7% | -31.1% | -1.4% |
| All | -1.4% | +30.1% | -31.5% | -1.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling