-9.5%
IEF vs MKTX
-60.5%
+51.0%
-20.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.1% | -0.1% | -0.2% |
| 7D | -1.3% | -0.2% | -1.1% | -1.3% |
| 30D | -1.7% | +0.7% | -2.5% | -1.8% |
| 3M | -2.5% | +40.8% | -43.3% | -3.9% |
| 6M | -3.3% | -8.0% | +4.7% | -2.9% |
| YTD | -2.8% | -8.7% | +5.9% | -2.4% |
| 1Y | -2.7% | -11.8% | +9.1% | -2.2% |
| 3Y | +8.9% | -24.0% | +32.9% | +9.4% |
| All | -9.5% | -60.5% | +51.0% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 MKTX 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