-9.5%
IEF vs MKC
-33.0%
+23.5%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.2% |
| 7D | -1.3% | -1.5% | +0.1% | -1.3% |
| 30D | -1.7% | -3.1% | +1.4% | -1.6% |
| 3M | -2.5% | +5.2% | -7.7% | -2.9% |
| 6M | -3.3% | -12.8% | +9.6% | -2.7% |
| YTD | -2.8% | -23.3% | +20.5% | -1.6% |
| 1Y | -2.7% | -24.1% | +21.4% | -1.5% |
| 3Y | +8.9% | -32.1% | +41.0% | +10.7% |
| All | -9.5% | -33.0% | +23.5% | -8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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