+7.8%
IEF vs MAS
+217.4%
-209.6%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.8% | -1.8% | +1.0% | -0.8% |
| 30D | +2.0% | +23.6% | -21.5% | +1.7% |
| 3M | -1.1% | +12.4% | -13.5% | -1.2% |
| 6M | -1.9% | +21.9% | -23.8% | -2.2% |
| YTD | -2.2% | +36.1% | -38.4% | -2.6% |
| 1Y | -2.3% | +39.5% | -41.8% | -2.7% |
| 3Y | +11.6% | +59.1% | -47.6% | +11.4% |
| 5Y | -7.1% | +44.4% | -51.5% | -7.9% |
| 10Y | +7.8% | +217.0% | -209.2% | +12.2% |
| All | +7.8% | +217.4% | -209.6% | +12.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS 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 MAS 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