+12.4%
IEF vs M
+142.9%
-130.5%
-6.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +8.1% | -8.2% | -0.1% |
| 7D | +0.3% | +2.5% | -2.2% | +0.3% |
| 30D | +2.7% | +10.1% | -7.4% | +2.6% |
| 3M | -0.8% | -0.9% | +0.2% | -0.8% |
| 6M | -1.7% | +30.2% | -31.8% | -1.7% |
| YTD | -1.6% | +16.3% | -17.9% | -1.7% |
| 1Y | -1.6% | +27.0% | -28.5% | -1.7% |
| 3Y | +12.4% | +154.5% | -142.1% | +10.9% |
| All | +12.4% | +142.9% | -130.5% | +10.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling