+128.9%
IEF vs MDY
+1,029.6%
-900.7%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.1% | +0.8% | -0.4% |
| 7D | -0.3% | -0.8% | +0.5% | -0.4% |
| 30D | -0.6% | -3.9% | +3.3% | -0.9% |
| 3M | -1.0% | 0.0% | -0.9% | -1.0% |
| 6M | -3.1% | +8.5% | -11.6% | -2.3% |
| YTD | -1.9% | +13.2% | -15.1% | -0.7% |
| 1Y | -1.4% | +15.0% | -16.4% | 0.0% |
| 3Y | +9.8% | +49.6% | -39.8% | +14.4% |
| 5Y | -8.8% | +46.0% | -54.8% | -4.9% |
| 10Y | +4.7% | +176.4% | -171.7% | +19.5% |
| All | +128.9% | +1,029.6% | -900.7% | +227.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 all: compounded portfolio wealth divided by compounded MDY 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…
all analysis · Full analysis span regression · 6 months rolling