-8.3%
IEF vs M
+24.8%
-33.1%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.6% | +2.5% | -0.1% |
| 7D | +0.1% | +2.4% | -2.3% | +0.1% |
| 30D | -0.7% | -11.6% | +10.9% | -0.7% |
| 3M | -0.4% | +1.6% | -2.1% | -0.4% |
| 6M | -2.5% | +25.2% | -27.7% | -2.4% |
| YTD | -1.6% | +3.8% | -5.3% | -1.6% |
| 1Y | -1.3% | +36.3% | -37.7% | -1.2% |
| 3Y | +10.1% | +116.3% | -106.2% | +10.3% |
| 5Y | -8.3% | +28.2% | -36.5% | -8.2% |
| All | -8.3% | +24.8% | -33.1% | -8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling