-9.5%
IEF vs MCO
+28.6%
-38.2%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -0.3% |
| 7D | -1.3% | -3.8% | +2.4% | -1.1% |
| 30D | -1.7% | -0.4% | -1.4% | -1.7% |
| 3M | -2.5% | +7.7% | -10.3% | -3.1% |
| 6M | -3.3% | +7.0% | -10.2% | -3.8% |
| YTD | -2.8% | -6.4% | +3.6% | -2.6% |
| 1Y | -2.7% | -7.6% | +4.9% | -2.4% |
| 3Y | +8.9% | +43.2% | -34.3% | +4.9% |
| All | -9.5% | +28.6% | -38.2% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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