-7.6%
IEF vs M
-2.8%
-4.8%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +2.7% |
| 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% | -1.6% |
| 3Y | +12.4% | +154.5% | -142.1% | +12.5% |
| 5Y | -7.6% | -1.1% | -6.5% | -8.1% |
| All | -7.6% | -2.8% | -4.8% | -8.1% |
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